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Avtomatika i Telemekhanika, 1988, Issue 4, Pages 3–21 (Mi at6602)  
Surveys

Stochastic optimization methods with constraints

I. P. Devyaterikov, A. I. Koshlan'

Moscow
Full-text PDF (2742 kB)
Abstract: Recurrent methods are surveyed employed in solving optimization problems with constraints and noise. The attention focuses on convergence and the rate of convergence of gradient and search procedures with data on the noise available in advance. Various types of constraints on the range of the argument of the function to be optimized are discussed.

Received: 29.12.1986
Bibliographic databases:
Document Type: Article
UDC: 62-505.7(047)
Language: Russian
Citation: I. P. Devyaterikov, A. I. Koshlan', “Stochastic optimization methods with constraints”, Avtomat. i Telemekh., 1988, no. 4, 3–21; Autom. Remote Control, 49:4 (1988), 397–412
Citation in format AMSBIB
\Bibitem{DevKos88}
\by I.~P.~Devyaterikov, A.~I.~Koshlan'
\paper Stochastic optimization methods with constraints
\jour Avtomat. i Telemekh.
\yr 1988
\issue 4
\pages 3--21
\mathnet{http://mi.mathnet.ru/at6602}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=949018}
\zmath{https://zbmath.org/?q=an:0659.90077}
\transl
\jour Autom. Remote Control
\yr 1988
\vol 49
\issue 4
\pages 397--412
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