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) |
|---|---|
| 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
- General Mathematics
Keywords
- Convergence
- Feasible Direction Methods
- Point-to-Set Maps
- Stochastic Programming