Stochastic approximation. II. Optimization methods with constraints

• Autorzy: Jacek Koronacki
• Języki publikacji: EN

Abstrakty

PL

.

EN

This is a critical review of recent results in stochastic approximation methods for optimization problems. Part II deals with constrained optimization; here, the stochastic variants of the penalty function method, the method of feasible directions and the method of Lagrange functions are discussed.

Słowa kluczowe

EN

Stochastic approximation,Sequential methods,Statistics

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1977
• Tom: 5
• Numer: 11

Daty

wydano

1977

online

1977-12-01

Twórcy

autor

Jacek Koronacki

Identyfikatory

DOI

10.14708/ma.v5i11.1262