Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation |
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Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (English)
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29 January 2020
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stochastic optimization
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equality constraints
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sample average approximation
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variable sample size
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quadratic penalty method
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line search
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