A stochastic algorithm for optimization problems with continua of inequalities
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Cites work
- An outer approximations algorithm for computer-aided design problems
- Feasible directions algorithms for optimization problems with equality and inequality constraints
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
- Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
- Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities
Cited in
(7)- A stochastic algorithm using one sample point per iteration and diminishing step-sizes
- Stochastic comparison algorithm for continuous optimization with estimation
- Optimization via simulation: A review
- Optimization algorithm with probabilistic estimation
- A new look at the Lagrange method for continuous-time stochastic optimization
- scientific article; zbMATH DE number 4139215 (Why is no real title available?)
- scientific article; zbMATH DE number 3961382 (Why is no real title available?)
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