Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation

Natasa Krklec Jerinkic, Andrea Roznjik. Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation. Numerical Algorithms, 83(2):701-718, 2020. [doi]

Authors

Natasa Krklec Jerinkic

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Andrea Roznjik

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