On the Convergence of a Penalty-Type Stochastic Optimization Procedure

DOI10.1080/02522667.1981.10698707MaRDI QIDQ3928862zbMATH OpenOpenAlexFDO

Authors Georg Ch. Pflug

Publication date 1981

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1981.10698707

zbMATH Keywords

pointwise convergencepenalty functions

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic approximation (62L20) Stochastic programming (90C15)

Cited in

(1)

• Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints

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