A stochastic method of discrepancies for seeking max-min

DOI10.1016/0041-5553(81)90064-1zbMath0513.90064OpenAlexW2007876699MaRDI QIDQ3659542

S. K. Zavriev

Publication date: 1981

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(81)90064-1

zbMATH Keywords

convergence analysismax-min searchstochastic residual method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)

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Stochastic gradient algorithm of the iterative penalty method solving the maximin problem with coupled constraints ⋮ Subgradient methods for two-stage lexicographic optimization with an infinite number of constraints ⋮ Convergence of one class of iterative processes

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