Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities

DOI10.1007/BF00940815zbMath0535.65043MaRDI QIDQ791285

Andrew J. Heunis

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

computer aided designfunctional inequalitiesalmost sure convergencestochastic algorithmapproximate maximizationprobability tripletuniform scattering of points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Nonlinear programming (90C30)

Related Items (1)

A stochastic algorithm for optimization problems with continua of inequalities

Cites Work

• Solving nonlinear inequalities in a finite number of iterations
• An outer approximations algorithm for computer-aided design problems
• Design of nonlinear feedback controllers
• On the finite solution of nonlinear inequalities
• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms

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