Stochastic optimization problems with nondifferentiable cost functionals-Reference-Cited by-同舟云学术

Stochastic optimization problems with nondifferentiable cost functionals

Published:1973-08 Issue:2 Volume:12 Page:218-231
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Bertsekas D. P.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF00934819.pdf

Reference17 articles.

1. Bazaraa, M. S., Goode, J. J., andShetty, C. M.,Optimality Criteria in Nonlinear Programming without Differentiability, Operations Research, Vol. 19, No. 1, 1971.

2. Bazaraa, M. S.,Nonlinear Programming: Nondifferentiable Functions, Georgia Institute of Technology, Ph.D. Thesis, 1971.

3. Bertsekas, D. P., andMitter, S. K.,Steepest Descent for Optimization Problems with Nondifferentiable Cost Functionals, Paper Presented at the 5th Annual Princeton Conference on Information Sciences and Systems, Princeton, New Jersey, 1971.

4. Bertsekas, D. P., andMitter, S. K.,Descent Numerical Methods for Optimization Problems with Nondifferentiable Cost Functionals, SIAM Journal on Control, Vol. 11, No. 4, 1973.

5. Dem'yanov, V. F., andRubinov, A. M.,Minimization of Functionals in Normed Spaces, SIAM Journal on Control, Vol. 6, No. 1, 1968.

Cited by 57 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Dual Gradient Descent Method for the Resource Allocation Problem in Multiagent Systems;Journal of Applied and Industrial Mathematics;2024-06

2. Model-assisted sensitivity analysis for treatment effects under unmeasured confounding via regularized calibrated estimation;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-05-03

3. Leveraging randomized smoothing for optimal control of nonsmooth dynamical systems;Nonlinear Analysis: Hybrid Systems;2024-05

4. Stochastic Optimization Methods;Stochastic Optimization Methods;2024

5. Density-Convoluted Support Vector Machines for High-Dimensional Classification;IEEE Transactions on Information Theory;2023-04