Adaptive Systems

Stochastic methods for minimization of nondifferentiable functions

A. M. Gupal

Kiev

Abstract: Numerical methods are discussed for minimization of functions which satisfy the local Lipschitz condition. Analogs of the linearization and possible direction methods are discussed. An algorithm for solution of stochastic problems with constraints of probabilistic nature is investigated.

UDC: 517.293:62-505


Received: 23.05.1978

 English version: Automation and Remote Control, 1979, 40:4, 529–534

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