Optimisation stochastique : méthodes de descente

J. B. Hiriart-Urruty

Annales scientifiques de l'Université de Clermont. Mathématiques (1976)

  • Volume: 58, Issue: 12, page 110-131
  • ISSN: 0249-7042

How to cite

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Hiriart-Urruty, J. B.. "Optimisation stochastique : méthodes de descente." Annales scientifiques de l'Université de Clermont. Mathématiques 58.12 (1976): 110-131. <http://eudml.org/doc/80415>.

@article{Hiriart1976,
author = {Hiriart-Urruty, J. B.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
language = {fre},
number = {12},
pages = {110-131},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Optimisation stochastique : méthodes de descente},
url = {http://eudml.org/doc/80415},
volume = {58},
year = {1976},
}

TY - JOUR
AU - Hiriart-Urruty, J. B.
TI - Optimisation stochastique : méthodes de descente
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1976
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 58
IS - 12
SP - 110
EP - 131
LA - fre
UR - http://eudml.org/doc/80415
ER -

References

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  1. [1] A. Auslender, Résolution numérique d'inégalités variationnellesC.R.A.S. Série A, t. 276, Avril 73 Zbl0262.49017
  2. [2] A. Auslender, Optimisation convexe: méthodes numériques, Masson1975 (à paraître) Zbl0326.90057MR441204
  3. [3] T. Gavin, Stochastic approximation type methods for unconstrained and constrained optimization problems, Ph. D. Thesis, Brown University (1974) 
  4. [4] H.J. Kushner, Stochastic approximation algorithms for constrained optimization problems. The Annals of Statistics1974, vol. 2 n° 4, p. 713-723 Zbl0296.62077MR365955

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