Stochastic approximation. II. Optimization methods with constraints

Jacek Koronacki

Mathematica Applicanda (1977)

  • Volume: 5, Issue: 11
  • ISSN: 1730-2668

Abstract

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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.

How to cite

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Jacek Koronacki. "Stochastic approximation. II. Optimization methods with constraints." Mathematica Applicanda 5.11 (1977): null. <http://eudml.org/doc/292781>.

@article{JacekKoronacki1977,
abstract = {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.},
author = {Jacek Koronacki},
journal = {Mathematica Applicanda},
keywords = {Stochastic approximation,Sequential methods,Statistics},
language = {eng},
number = {11},
pages = {null},
title = {Stochastic approximation. II. Optimization methods with constraints},
url = {http://eudml.org/doc/292781},
volume = {5},
year = {1977},
}

TY - JOUR
AU - Jacek Koronacki
TI - Stochastic approximation. II. Optimization methods with constraints
JO - Mathematica Applicanda
PY - 1977
VL - 5
IS - 11
SP - null
AB - 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.
LA - eng
KW - Stochastic approximation,Sequential methods,Statistics
UR - http://eudml.org/doc/292781
ER -

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