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Stochastic optimization with inequality constraints using simultaneous perturbations and penalty functions.
I-Jeng Wang
James C. Spall
Published in:
CDC (2003)
Keyphrases
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stochastic optimization
inequality constraints
penalty functions
constrained optimization
penalty function
objective function
multistage
robust optimization
nonlinear programming
interior point methods
equality constraints
genetic programming
machine learning
linear programming
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