Random descent steps in a probability maximization scheme

DOI10.1007/S10957-025-02619-2MaRDI QIDQ6998519zbMATH OpenFDO

Authors Edit Csizmás, Rajmund Drenyovszki, Tamás Szántai, Csaba I. Fábián

Publication date 11 April 2025

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-025-02619-2

zbMATH Keywords

approximation schemescoordinate-descent methodscutting-plane methodsprobability maximizationstochastic programming

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Convex programming (90C25)

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