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Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation |
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| Authors: | Krklec Jerinkić Nataša Rožnjik Andrea |
| Institution: | 1.Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovi?a 4, 21000, Novi Sad, Serbia ;2.Faculty of Civil Engineering, University of Novi Sad, Kozara?ka 2a, 24000, Subotica, Serbia ; |
| Abstract: | Numerical Algorithms - Equality-constrained optimization problems with deterministic objective function and constraints in the form of mathematical expectation are considered. The constraints are... |
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