Convergence properties of stochastic optimization procedures
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Publication:3685039
DOI10.1080/02331938408842957zbMath0568.62076OpenAlexW2125638540MaRDI QIDQ3685039
Publication date: 1984
Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938408842957
stochastic optimizationconvergence propertiescomputational resultsnon-differentiablehybrid optimization methodsnon-convex optimization problemsrandom search methodsstochastically combined algorithms
Sequential statistical methods (62L99) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Numerical methods in optimal control (49M99)
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