Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100)

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Penalty methods with stochastic approximation for stochastic nonlinear programming
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    Penalty methods with stochastic approximation for stochastic nonlinear programming (English)
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    27 March 2017
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    stochastic programming
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    nonlinear programming
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    stochastic approximation
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    penalty method
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    global complexity bound
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