Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
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Publication:3543053
DOI10.1080/00207170701611123zbMATH Open1152.90549OpenAlexW2041674317MaRDI QIDQ3543053FDOQ3543053
Authors: I-Jeng Wang, James C. Spall 
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
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- scientific article; zbMATH DE number 4028679
Cites Work
- Stochastic approximation methods for constrained and unconstrained systems
- Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
- Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
- On Asymptotic Normality in Stochastic Approximation
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Stochastic Estimation of the Maximum of a Regression Function
- Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization
- Model-free control of nonlinear stochastic systems with discrete-time measurements
Cited In (8)
- Physics-informed neural networks with hard constraints for inverse design
- Model-free constrained data-driven iterative reference input tuning algorithm with experimental validation
- Improved penalty function with memory for stochastically constrained optimization via simulation
- Optimization-based calibration of simulation input models
- A direct search method for unconstrained quantile-based simulation optimization
- Continuous-time gradient-like descent algorithm for constrained convex unknown functions: penalty method application
- Penalty function with memory for discrete optimization via simulation with stochastic constraints
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
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