Stochastic penalty function methods for nonsmooth constrained minimization 1

Journal of Optimization Theory and Applications

Volumn 88, Issue 3, 1996, Pages 709-724

  Xu, H ^a  

^a UNIVERSITY OF DUNDEE   (United Kingdom)

Author keywords

Convergence; Duality; Multipliers; Nonsmooth optimization; Penalty functions; Stochastic subgradients

Indexed keywords

CONSTRAINED OPTIMIZATION; ITERATIVE METHODS; STOCHASTIC SYSTEMS;

CONSTRAINED MINIMIZATION; CONVERGENCE; DUALITY; MULTIPLIER; NONSMOOTH OPTIMIZATION; PENALTY FUNCTION; PENALTY FUNCTION METHODS; STOCHASTIC SUBGRADIENT; STOCHASTICS; SUBGRADIENT;

LAGRANGE MULTIPLIERS;

EID: 0030534561     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02192206     Document Type: Article

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