Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
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Publication:2290926
DOI10.1007/s11075-019-00699-6OpenAlexW2937120640WikidataQ128046069 ScholiaQ128046069MaRDI QIDQ2290926
Andrea Rožnjik, Nataša Krklec Jerinkić
Publication date: 29 January 2020
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-019-00699-6
stochastic optimizationequality constraintsline searchsample average approximationquadratic penalty methodvariable sample size
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