Solving nonlinear programming problems with noisy function values and noisy gradients
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Publication:700766
DOI10.1023/A:1015416221909zbMath1009.90112OpenAlexW2162847836MaRDI QIDQ700766
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015416221909
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Methods of successive quadratic programming type (90C55)
Related Items (2)
Constrained Optimization in the Presence of Noise ⋮ Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
Uses Software
Cites Work
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