Accession Number:

AD0736958

Title:

Stochastic Approximation Type Algorithms for the Optimization of Constrained and Multinode Stochastic Problems.

Descriptive Note:

Technical rept.,

Corporate Author:

BROWN UNIV PROVIDENCE R I CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

67.0

Abstract:

The aim of the paper is the development of a structure for stochastic optimization algorithms of the Monte-Carlo or stochastic approximation type which is analogous to that used in non-linear programming. The developed structure is quite versatile, and seems to consider the elements of the problem in a very natural manner from both the theoretical and practical viewpoints. A second paper is also included in the report, titled Stochastic Approximation Algorithms for the Local Optimization of Functions With Non-Unique Stationary Points.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE