A Linearization Method for Nonsmooth Stochastic Programming Problems (Q3026759): Difference between revisions
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Revision as of 09:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Linearization Method for Nonsmooth Stochastic Programming Problems |
scientific article |
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A Linearization Method for Nonsmooth Stochastic Programming Problems (English)
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1987
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linearization method
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Lagrange multipliers
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nondifferentiable objective function
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recursive stochastic subgradient method
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quadratic programming subproblems
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Lyapunov function
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