Gradient estimation using lagrange interpolation polynomials

Journal of Optimization Theory and Applications

Volumn 136, Issue 3, 2008, Pages 341-357

  Brekelmans, R C M ^a   Driessen, L T ^b   Hamers, H J M ^a   Den Hertog, D ^a  

^a TILBURG UNIVERSITY   (Netherlands)

^b PHILIPS RESEARCH LABORATORIES   (Netherlands)

Author keywords

Gradient estimation; Lagrange interpolation; Mean squared error

Indexed keywords

ERRORS; INTERPOLATION; LAGRANGE MULTIPLIERS; MEAN SQUARE ERROR; POLYNOMIALS; STOCHASTIC SYSTEMS;

DETERMINISTIC FUNCTIONS; DETERMINISTICS; ERROR CRITERION; ESTIMATION PROCEDURES; GRADIENT ESTIMATION; INTERPOLATION POLYNOMIALS; LAGRANGE; LAGRANGE INTERPOLATIONS; MEAN SQUARED ERROR; STOCHASTIC ERRORS;

NONLINEAR PROGRAMMING;

EID: 39749099950     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-007-9315-9     Document Type: Article

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