A General Stochastic Outer Approximations Method
From MaRDI portal
Publication:4377380
DOI10.1137/S0363012994263202zbMath0899.90159OpenAlexW1972232364MaRDI QIDQ4377380
Publication date: 9 February 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012994263202
global optimizationstochastic programmingstochastic algorithmapproximation problemsemi-infinite programming probleminfinite number of constraintsmultistart methodmultistart techniqueouter approximations methodsquasi-optimality functionsstochastic outer approximations method
Related Items (1)
This page was built for publication: A General Stochastic Outer Approximations Method