scientific article; zbMATH DE number 3887444

MaRDI QIDQ3220097zbMATH OpenFDO

Authors F. Mirzoakhmedov, Stanislav P. Uryasev

Publication date 1983

zbMATH Keywords

convergence analysisstochastic quasigradient algorithmcompact convex domainstochastic nondifferentiable adaptive optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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