A Linearization Method for Nonsmooth Stochastic Programming Problems (Q3026759): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/moor.12.1.32 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1986324933 / rank | |||
Normal rank | |||
Latest revision as of 23:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Linearization Method for Nonsmooth Stochastic Programming Problems |
scientific article |
Statements
A Linearization Method for Nonsmooth Stochastic Programming Problems (English)
0 references
1987
0 references
linearization method
0 references
Lagrange multipliers
0 references
nondifferentiable objective function
0 references
recursive stochastic subgradient method
0 references
quadratic programming subproblems
0 references
Lyapunov function
0 references
