Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
From MaRDI portal
Publication:3543053
Recommendations
- Stochastic penalty function methods for nonsmooth constrained minimization
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- Stochastic approximation algorithms for constrained optimization via simulation
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
- scientific article; zbMATH DE number 4028679
Cites work
- Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
- Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
- Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization
- Model-free control of nonlinear stochastic systems with discrete-time measurements
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- On Asymptotic Normality in Stochastic Approximation
- Stochastic Estimation of the Maximum of a Regression Function
- Stochastic approximation methods for constrained and unconstrained systems
Cited in
(8)- Penalty function with memory for discrete optimization via simulation with stochastic constraints
- Improved penalty function with memory for stochastically constrained optimization via simulation
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Physics-informed neural networks with hard constraints for inverse design
- A direct search method for unconstrained quantile-based simulation optimization
- Model-free constrained data-driven iterative reference input tuning algorithm with experimental validation
- Continuous-time gradient-like descent algorithm for constrained convex unknown functions: penalty method application
- Optimization-based calibration of simulation input models
This page was built for publication: Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3543053)
