scientific article; zbMATH DE number 4162675

MaRDI QIDQ3489801zbMATH OpenFDO

Authors Stanislav P. Uryasev

Publication date 1990

zbMATH Keywords

convergence theoremsgradient algorithmsnonsmooth optimizationvariable metric algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

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