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Avtomatika i Telemekhanika, 1979, Issue 4, Pages 61–66 (Mi at9421)  
Adaptive Systems

Stochastic methods for minimization of nondifferentiable functions

A. M. Gupal

Kiev
Full-text PDF (1170 kB)
Abstract: Numerical methods are discussed for minimization of functions which satisfy the local Lipschitz condition. Analogs of the linearization and possible direction methods are discussed. An algorithm for solution of stochastic problems with constraints of probabilistic nature is investigated.

Received: 23.05.1978
Bibliographic databases:
Document Type: Article
UDC: 517.293:62-505
Language: Russian
Citation: A. M. Gupal, “Stochastic methods for minimization of nondifferentiable functions”, Avtomat. i Telemekh., 1979, no. 4, 61–66; Autom. Remote Control, 40:4 (1979), 529–534
Citation in format AMSBIB
\Bibitem{Gup79}
\by A.~M.~Gupal
\paper Stochastic methods for minimization of nondifferentiable functions
\jour Avtomat. i Telemekh.
\yr 1979
\issue 4
\pages 61--66
\mathnet{http://mi.mathnet.ru/at9421}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=545520}
\zmath{https://zbmath.org/?q=an:0424.90051}
\transl
\jour Autom. Remote Control
\yr 1979
\vol 40
\issue 4
\pages 529--534
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