On a Subgradient Algorithm for Solving Stochastic Programming Problems with Constraint

Authors

  • Fakhriddin Mirzoahmedov Department of Mathematical and Information Modeling State University of Finance and Economics of Tajikistan

Keywords:

subgradient, algorithm, solutions to the problem of stochastic programming, constraint, Cesaro convergence, probability

Abstract

The article deals with the subgradient algorithm for solving the problem of stochastic programming with restriction. The convergence of the Cesaro algorithm with probability 1 is proved.

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Published

2018-05-19

Issue

2018: INFORMATION TECHNOLOGIES AND COMPUTER MODELLING proceedings of the International Scientific Conference

Section

Section 1 Information technologies in technical and special purpose systems, information technologies in society, education, medicine, economics, management, ecology and law