ISSN:
1436-4646
Keywords:
Stochastic Programming
;
Feasible Direction Methods
;
Point-to-Set Maps
;
Convergence
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract A unified approach to stochastic feasible direction methods is developed. An abstract point-to-set map description of the algorithm is used and a general convergence theorem is proved. The theory is used to develop stochastic analogs of classical feasible direction algorithms.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581643
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