Feasible direction methods for stochastic programming problems

DOI10.1007/BF01581643zbMath0442.90075MaRDI QIDQ3885533

Ruszczyński, Andrzej

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

convergence theoremunified approachfeasible direction methodspoint-to-set map description

Mathematics Subject Classification ID

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

Related Items (8)

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

Cites Work

• Stochastic approximation algorithms for constrained optimization problems
• Stochastic approximation methods for constrained and unconstrained systems
• Nonlinear programming methods in the presence of noise
• Stochastic approximation type methods for constrained systems: Algorithms and numerical results
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