A General Stochastic Outer Approximations Method

DOI10.1137/S0363012994263202zbMATH Open0899.90159OpenAlexW1972232364MaRDI QIDQ4377380FDOQ4377380

Authors: S. K. Zavriev, Y. V. Volkov 

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994263202

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zbMATH Keywords

global optimizationstochastic algorithmstochastic programmingapproximation problemsemi-infinite programming probleminfinite number of constraintsmultistart methodmultistart techniqueouter approximations methodsquasi-optimality functionsstochastic outer approximations method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Semi-infinite programming (90C34)

Cited In (3)

• A stochastic algorithm for optimization problems with continua of inequalities
• Stochastic Cutting Planes for Data-Driven Optimization
• Stochastic algorithm for solving convex semi-infinite programming problems with equality and inequality constraints

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