Reduced gradient method for stochastic optimization problem with nonlinear constraints
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Publication:1812840
zbMATH Open0745.62081MaRDI QIDQ1812840FDOQ1812840
Authors: V. S. Izhutkin 
Publication date: 25 June 1992
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
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Stochastic approximation (62L20) Stochastic programming (90C15) Numerical methods in optimal control (49M99)
Cited In (7)
- A method for transforming stochastic nonlinear programming problems into deterministic ones for a class \(T\) of functions.
- Title not available (Why is that?)
- Verfahren der zulässigen riehtungeh unter rexmtzung reduzierter gradienten für niehtllneare optimierungsprobleme
- Computation of efficient solutions of discretely distributed stochastic optimization problems
- Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
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- Nonconvex stochastic optimization for model reduction
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