Iterative stochastic methods for solving variational problems of mathematical physics and operations research N. M. Novikova OriginalPaper Pages: 1 - 4
Chapter 1 Combined method of iterative integral penalty and stochastic quasigradients for semi-infinite optimization OriginalPaper Pages: 4 - 23
Chapter 2 Combined method of iterative penalty, iterative approximation, and stochastic quasigradients for solution of convex constrained optimization problems in Hilbert space OriginalPaper Pages: 24 - 56
Chapter 3 Extension of CMIPAS to problems of infinite-dimensional optimization with a finite-dimensional perturbation OriginalPaper Pages: 56 - 67
Chapter 4 Optimization methods in the case of uncontrolled factors in Hilbert space OriginalPaper Pages: 68 - 124
Nonnegativity of degenerated quadratic forms of the calculus of variations A. V. Arutyunov OriginalPaper Pages: 125 - 163