Nonlinear programming methods in the presence of noise
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Cites work
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- Multiplier methods: A survey
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Cited in
(18)- A modified Bernstein-technique for estimating noise-perturbed function values
- Stochastic and robust control of nonlinear economic systems
- The effect of deterministic noise in subgradient methods
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- A study on distributed optimization over large-scale networked systems
- On finite termination of an inexact proximal point algorithm
- Faster subgradient methods for functions with Hölderian growth
- A stochastic quasi-Newton method for simulation response optimization
- stochastic quasigradient methods and their application to system optimization†
- Global optimization of functions by the random optimization method
- Feasible direction methods for stochastic programming problems
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
- Weak subgradient method for solving nonsmooth nonconvex optimization problems
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Constrained Optimization in the Presence of Noise
- Convergence rates of subgradient methods for quasi-convex optimization problems
- Stochastic modelling and optimization for environmental management
- Stochastic programming methods in the response surface methodology
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