Nonlinear programming methods in the presence of noise

DOI10.1007/BF01588952zbMath0379.90080MaRDI QIDQ4158820

Boris T. Polyak

Publication date: 1978

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

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C15: Stochastic programming

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Stochastic modelling and optimization for environmental management, Stochastic programming methods in the response surface methodology, A modified Bernstein-technique for estimating noise-perturbed function values, Stochastic and robust control of nonlinear economic systems, Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty, A stochastic quasi-Newton method for simulation response optimization, stochastic quasigradient methods and their application to system optimization^†, Global optimization of functions by the random optimization method, Feasible direction methods for stochastic programming problems

Cites Work

• Stochastic approximation algorithms for constrained optimization problems
• Multiplier methods: A survey
• Convergence and convergence rate of iterative stochastic algorithms. I: General case
• Stochastic approximation type methods for constrained systems: Algorithms and numerical results
• Convex programming in Hilbert space
• A new method for the optimization of a nonlinear function subject to nonlinear constraints
• Convergence of methods of feasible directions in extremal problems
• Variational methods for the solution of problems of equilibrium and vibrations
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