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

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scientific article; zbMATH DE number 6697245
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    Penalty methods with stochastic approximation for stochastic nonlinear programming
    scientific article; zbMATH DE number 6697245

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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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