Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

DOI10.1007/S001860100148MaRDI QIDQ1397009zbMATH OpenOpenAlexFDO

Authors Igor V. Evstigneev, Michael Taksar

Publication date 16 July 2003

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860100148

zbMATH Keywords

stochastic optimizationLagrange multiplier

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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Cited in

(1)

• Convex relaxation for IMSE optimal design in random-field models

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