Titlebook: Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs; Kurt Marti Book 1988 Springer-Verlag Berlin Heid

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978-3-540-18778-3Springer-Verlag Berlin Heidelberg 1988

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chastise

Fiber Optics Standard Dictionarye construction of solutions (y,п) of (3.1)–(3.3),(3.4a)/(3.4b),(3.5) or for the characterization of D-stationary points. For simplification, suppose that (A(ω),b(ω)) has a finite spectrum, i.e. R={1,2,...,r} for some integer r. Hence, S is also finite and Z. is compact.

Metamorphosis

0075-8442 ed costs arising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss function u is convex and the occuring random variables have, at least approximately, a joint discrete distribution. Concrete problems of thi

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Book 1988rising from the deviation between the output of a stochastic linear system and a desired stochastic target vector are minimal. In many cases the loss function u is convex and the occuring random variables have, at least approximately, a joint discrete distribution. Concrete problems of this type are

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Book 1988 of the problem, the mathematical foundations and several concrete methods for the computation of feasible descent directions, in a certain part of the feasible domain, are presented first, without any derivatives of the objective function F. It can also be used to support other methods for solving

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0075-8442 part of the feasible domain, are presented first, without any derivatives of the objective function F. It can also be used to support other methods for solving 978-3-540-18778-3978-3-662-02558-1Series ISSN 0075-8442 Series E-ISSN 2196-9957

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Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs

Defense

Stationary points (efficient solutions) of (SOP),(P.) it holds A. y=A. x for all j ∈ R. Indeed, in this situation we either have y=x, or F is constant on the whole line through the points x and y, hence, h=y?x is not a descent direction and the procedure fails to find a descent direction of F at x. This observation suggests the following definitio