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.
Original language | English (US) |
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Pages (from-to) | 220-229 |
Number of pages | 10 |
Journal | Mathematical Programming |
Volume | 19 |
Issue number | 1 |
DOIs | |
State | Published - Dec 1980 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Software
- Mathematics(all)
Keywords
- Convergence
- Feasible Direction Methods
- Point-to-Set Maps
- Stochastic Programming