Feasible direction methods for stochastic programming problems

DOI10.1007/BF01581643MaRDI QIDQ3885533zbMATH OpenFDO

Authors Andrzej Ruszczyński

Publication date 1980

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01581643

zbMATH Keywords

convergence theoremfeasible direction methodspoint-to-set map descriptionunified approach

Mathematics Subject Classification ID

Set-valued maps in general topology (54C60) Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3689160 (Why is no real title available?)
• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)
• scientific article; zbMATH DE number 3407464 (Why is no real title available?)
• Nonlinear programming methods in the presence of noise
• Stochastic approximation algorithms for constrained optimization problems
• Stochastic approximation methods for constrained and unconstrained systems
• Stochastic approximation type methods for constrained systems: Algorithms and numerical results

Cited in

(8)

• A stochastic approximation counterpart of the feasible direction method
• A nested layered network model for parallel solutions of discrete SPPs
• A new heuristic algorithm for probabilistic optimization
• A new approach to stochastic programming problems: Discrete model
• Optimal step sizes in semi-stochastic approximation procedures. II
• Stochastic conditional gradient methods: from convex minimization to submodular maximization
• Approximate feasible direction method for stochastic programming problems with recourse. linear inequality deterministic constraints
• Stochastic programming methods in the response surface methodology

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