Mathematical Programming

, Volume 19, Issue 1, pp 220–229 | Cite as

Feasible direction methods for stochastic programming problems

  • Andrzej Ruszczyński


A unified approach to stochastic feasible direction methods is developed. An abstract point-to-set map description of the algorithm is used and a general convergence theorem is proved. The theory is used to develop stochastic analogs of classical feasible direction algorithms.

Key words

Stochastic Programming Feasible Direction Methods Point-to-Set Maps Convergence 


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Copyright information

© The Mathematical Programming Society 1980

Authors and Affiliations

  • Andrzej Ruszczyński
    • 1
  1. 1.Instytut AutomatykiPolitechnika WarszawskaWarszawaPoland

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