Skip to main content

Constrained optimization problems

  • Chapter
  • First Online:
Learning Automata and Stochastic Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 225))

  • 133 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Clarke F H, Dem'yanov V F, Gianessi F 1989 Nonsmooth Optimization and Related Topics. Plenum Press, New York

    Google Scholar 

  2. Najim K 1989 Process Modeling and Control in Chemical Engineering. Marcel Dekker, New York

    Google Scholar 

  3. Najim K, Oppenheim G 1991 Learning systems: theory and applications. IEE Proceedings Computer and Digital Techniques 138:183–192

    Google Scholar 

  4. Najim K, Poznyak A S 1994 Learning Automata: Theory and Applications. Pergamon Press, Oxford

    Google Scholar 

  5. Wong E 1973 Recent progress in stochastic processes — a survey”, IEEE Trans. on Information Theory. 19:262–275

    Google Scholar 

  6. Bertsekas D P 1982 Constrained Optimization and Lagrange Multiplier Methods. Academic Press, New York

    Google Scholar 

  7. Rockafellar R T 1993 Lagrange multipliers and optimality. SIAM Review 35:183–238

    Google Scholar 

  8. Rockafellar R T 1970 Convex Analysis. Princeton University Press, Princeton

    Google Scholar 

  9. Sposito V A 1975 Linear and Nonlinear Programming. The Iowa State University Press/AMES

    Google Scholar 

  10. Martos B 1975 Nonlinear Programming Theory and Methods. North-Holland Publishing Company, Amsterdam

    Google Scholar 

  11. Whittle P 1971 Optimization under Constraints. Wiley-Interscience, New York

    Google Scholar 

  12. D.G. Luenberger D G 1965 Introduction to Linear and Nonlinear Programming. Addison-Wesley, London

    Google Scholar 

  13. Avriel M 1976 Nonlinear Programming: Analysis and Methods. Prentice-Hall, Englewood Cliffs

    Google Scholar 

  14. Liukkonen J R, Levine A 1994 On convergence of iterated random maps. SIAM J. Control and Optimization 32:1752–1762

    Google Scholar 

  15. Bush R R, Mosteller F 1958 Stochastic Models for Learning. John Wiley & Sons, New York

    Google Scholar 

  16. Narendra K S, Thathachar M A L 1989 Learning Automata an Introduction. Prentice-Hall, Englewood Cliffs

    Google Scholar 

  17. Najim K, Poznyak A S 1996 Multimodal searching technique based on learning automata with continuous input and changing number of actions. IEEE Trans. on Systems, Man, and Cybernetics 26:666–673

    Google Scholar 

  18. Poznyak A S 1973 Learning automata in stochastic programming problems. Automation and Remote Control 34:1608–1619

    Google Scholar 

  19. Baba N 1984 New Topics in Learning Automata Theory and Applications. Springer-Verlag, Berlin

    Google Scholar 

  20. Polyak B T 1987 Introduction to Optimization. Optimization Software, Publication Division, New York

    Google Scholar 

  21. Kaplinskii A I, Propoi A I 1970 Stochastic approach to nonlinear programming problems. Automation and Remote Control 31:448–459

    Google Scholar 

  22. Kaplinskii A I, Poznyak A S, Propoi A I 1971 Optimality conditions for certain stochastic programming problems. Automation and Remote Control 32:1210–1218

    Google Scholar 

  23. Kaplinskii A I, Poznyak A S, Propoi A I 1971 Some methods for the solution of stochastic programming problems. Automation and Remote Control 32:1609–1616

    Google Scholar 

  24. Nazin A V, Poznyak A S 1986 Adaptive Choice of Variants. (in Russian) Nauka, Moscow

    Google Scholar 

  25. Vajda S 1972 Probabilistic Programming. Academic Press, New York

    Google Scholar 

  26. Zangwill W I 1969 Nonlinear Programming: A Unified Approach. Prentice-Hall, Englewood Cliffs

    Google Scholar 

  27. Garcia C B, Zangwill W I 1981 Pathways to Solutions, Fixed Points, and Equilibria. Prentice-Hall, Englewood Cliffs

    Google Scholar 

  28. Doob J L 1953 Stochastic Processes. John Wiley & Sons, New York

    Google Scholar 

  29. Charnes A, Cooper W W, Thompson G J 1964 Critical path analysis via chance constrained and stochastic programming. Operations Res. 12:460–470

    Google Scholar 

  30. Ash R B 1972 Real Analysis and Probability. Academic Press, New York

    Google Scholar 

  31. Arrow K J, Hurwics L, Uzawa H 1961 Constraint qualifications and maximization problems. Naval Res. Log. Quart. 8:175–191

    Google Scholar 

  32. Robbins H, Siegmund D 1971 A convergence theorem for nonnegative almost supermartingales and some applications. In: Rustagi J S (ed) 1971 Optimizing Methods in Statistics. Academic Press, New York

    Google Scholar 

  33. Albert A 1972 Regression and the Moore-Penrose Pseudoinverse. Academic Press, New York

    Google Scholar 

  34. Slater M 1950 Lagrange multipliers revisted: a contribution to nonlinear programming. Cowles Discussion Paper 403

    Google Scholar 

  35. Spingarn J E, Rockafellar R T 1979 The generic nature of optimal conditions in nonlinear programs. Mathematics of Operation Research 4:425–430

    Google Scholar 

Download references

Rights and permissions

Reprints and permissions

Copyright information

© 1997 Springer-Verlag London Limited

About this chapter

Cite this chapter

(1997). Constrained optimization problems. In: Learning Automata and Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 225. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0015107

Download citation

  • DOI: https://doi.org/10.1007/BFb0015107

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-76154-9

  • Online ISBN: 978-3-540-40938-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics