A stochastic approximation counterpart of the feasible direction method

DOI10.1016/0167-7152(87)90092-7zbMATH Open0652.62083OpenAlexW1974056870MaRDI QIDQ1107247FDOQ1107247

Authors: Jacek Koronacki 

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90092-7

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zbMATH Keywords

almost sure convergencefeasible direction method of Topkis and Veinott

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites Work

• Stochastic approximation type methods for constrained systems: Algorithms and numerical results
• Convergence Conditions for Nonlinear Programming Algorithms
• Title not available (Why is that?)
• Feasible direction methods for stochastic programming problems
• Stochastic approximation algorithms for constrained optimization problems
• Title not available (Why is that?)

Cited In (6)

• Probabilistic version of the method of feasible directions.
• The Stochastic Fejér-Monotone Hybrid Steepest Descent Method and the Hierarchical RLS
• Title not available (Why is that?)
• Random Directions Stochastic Approximation With Deterministic Perturbations
• Pure adaptive search in Monte Carlo optimization
• A comparison of feasible direction methods for the stochastic transportation problem

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