NECESSARY CONDITIONS FOR DISCRETE PARAMETER STOCHASTIC OPTIMIZATION PROBLEMS,

Abstract

Necessary conditions for optimality in the form of Kuhn-Tucker conditions or Lagrange multiplier rules are well-developed for very general deterministic discrete and continuous parameter problems, and much of the recent work depends heavily on abstractions of the well-known geometric methods of non-linear programming. In this paper, some of the recent developments are applied in abstract programming to obtain necessary conditions for (local) optimality for several discrete parameter optimization problems. The results are typical of the possibilities and do not exhaust them. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1970
Accession Number
AD0710307

Entities

People

  • Harold J. Kushner

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Aeronautics
  • Computer Programming
  • Linear Programming
  • Mathematical Programming
  • Optimization

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Operations Research
  • Theoretical Analysis.