Stochastic optimization methods with constraints
type: Item
instance of: scholarly article
title: Stochastic optimization methods with constraints
zbMATH Open document ID: 0659.90077
author: I. P. Devyaterikov
author: A. I. Koshlan'
published in: Automation and Remote Control
publication date: 1988-01-01T00:00:00Z
review text: We give a survey of recursive methods for the solution of optimization problems concentrating on issues of convergence, and rate of convergence, of gradient and search procedures with a priori information about the noise. We consider various types of constraints on the feasible region of the argument of the function to be optimized.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 4079177
zbMATH Keywords: modified Lagrange multiplier method
zbMATH Keywords: modified penalty function method
zbMATH Keywords: modified penalty estimate method
zbMATH Keywords: constrained optimization
zbMATH Keywords: survey of recursive methods
zbMATH Keywords: rate of convergence
zbMATH Keywords: gradient and search procedures
zbMATH Keywords: a priori information about the noise
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4079177