Geodesic
Stochastic approximation. II. Optimization methods with constraints
Mathematica Applicanda, Tome 5 (1977) no. 11, pp. 37-49.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

This is a critical review of recent results in stochastic approximation methods for optimization problems. Part II deals with constrained optimization; here, the stochastic variants of the penalty function method, the method of feasible directions and the method of Lagrange functions are discussed.
DOI : 10.14708/ma.v5i11.1262
Classification : 62L20(90C99)
Mots-clés : Stochastic approximation,Sequential methods,Statistics 
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     author = {Jacek Koronacki},
     title = {Stochastic approximation. {II.} {Optimization} methods with constraints},
     journal = {Mathematica Applicanda},
     pages = { 37--49},
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Jacek Koronacki. Stochastic approximation. II. Optimization methods with constraints. Mathematica Applicanda, Tome 5 (1977) no. 11, pp.  37-49. doi : 10.14708/ma.v5i11.1262. http://geodesic.mathdoc.fr/articles/10.14708/ma.v5i11.1262/

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