Reduced gradient method for stochastic optimization problem with nonlinear constraints

MaRDI QIDQ1812840zbMATH OpenFDO

Authors V. S. Izhutkin

Publication date 25 June 1992

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

algorithmsdeterministic nonlinear constraints

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic programming (90C15) Numerical methods in optimal control (49M99)

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Cited in

(7)

• Nonconvex stochastic optimization for model reduction
• scientific article; zbMATH DE number 3948008 (Why is no real title available?)
• Verfahren der zulässigen riehtungeh unter rexmtzung reduzierter gradienten für niehtllneare optimierungsprobleme
• Computation of efficient solutions of discretely distributed stochastic optimization problems
• A method for transforming stochastic nonlinear programming problems into deterministic ones for a class \(T\) of functions.
• Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
• scientific article; zbMATH DE number 773232 (Why is no real title available?)

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