Stochastic approximation algorithms for constrained optimization via simulation
type: Item
instance of: scholarly article
title: Stochastic approximation algorithms for constrained optimization via simulation
zbMATH Open document ID: 1386.65159
DOI: 10.1145/1921598.1921599
author: Shalabh Bhatnagar
author: Vivek Kumar Mishra
author: Nandyala Hemachandra
published in: ACM Transactions on Modeling and Computer Simulation
publication date: 2018-04-16T00:00:00Z
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 6859963
zbMATH Keywords: Lagrange multiplier
zbMATH Keywords: smoothed functional estimates
zbMATH Keywords: simultaneous perturbation stochastic approximation estimates
zbMATH Keywords: simulation-based constrained optimization
zbMATH Keywords: inequality constraints
zbMATH Keywords: stochastic approximation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1145/1921598.1921599
OpenAlex ID: W2059984770
description: scientific article; zbMATH DE number 6859963