A stochastic approach to general nonlinear programming problems

DOI10.1080/03610918.2011.628767MaRDI QIDQ3168341zbMATH OpenOpenAlexFDO

Authors Parviz Malekzadeh, S. D. Gore

Publication date 30 October 2012

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.628767

zbMATH Keywords

uniform distributionstochastic search algorithmnon-uniform distributionnear optimal solutionsimulation approachgeneral nonlinear programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

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• scientific article; zbMATH DE number 3249566 (Why is no real title available?)
• A comparative study on optimization methods for the constrained nonlinear programming problems
• Application of optimization techniques to a nonlinear problem of communication network design with nonlinear constraints
• Computer experiments on quadratic programming algorithms
• The N-City Travelling Salesman Problem: Statistical Mechanics and the Metropolis Algorithm

Cited in

(8)

• Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs
• A Linearization Method for Nonsmooth Stochastic Programming Problems
• Parameterization of single-step problems in linear stochastic programming
• scientific article; zbMATH DE number 4089323 (Why is no real title available?)
• Nonlinear stochastic programming-with a case study in continuous switching
• scientific article; zbMATH DE number 3308845 (Why is no real title available?)
• SICOpt: Solution approach for nonlinear integer stochastic programming problems
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs

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