Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
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Publication:3543053
DOI10.1080/00207170701611123zbMath1152.90549MaRDI QIDQ3543053
Publication date: 1 December 2008
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170701611123
90C15: Stochastic programming
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Cites Work
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- Stochastic approximation methods for constrained and unconstrained systems
- Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
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