Stochastic methods of minimization of nondifferentiable functions
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Publication:1135202
zbMath0424.90051MaRDI QIDQ1135202
Publication date: 1979
Published in: Automation and Remote Control (Search for Journal in Brave)
stochastic programminglinearizationlocal Lipschitz conditionprobabilistic constraintsfeasible directionsminimization of nondifferentiable functions
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)
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