Nonlinear programming methods in the presence of noise

DOI10.1007/BF01588952zbMath0379.90080OpenAlexW2055117965MaRDI QIDQ4158820

Boris T. Polyak

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1007/bf01588952

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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Cites Work

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• Multiplier methods: A survey
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• 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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