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.
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Ruszczyński, A. Feasible direction methods for stochastic programming problems. Mathematical Programming 19, 220–229 (1980). https://doi.org/10.1007/BF01581643
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DOI: https://doi.org/10.1007/BF01581643