Smoothed Functionals and Constrained Stochastic Approximation

DOI10.1137/0725031zbMath0661.90074OpenAlexW2020465659MaRDI QIDQ3812047

Joseph Kreimer, Reuven Y. Rubinstein

Publication date: 1988

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0725031

zbMATH Keywords

smoothingMonte Carlo methodnonconvex programmingconvergence theoremstochastic approximation algorithmsmoothed functionals

Mathematics Subject Classification ID

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

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