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Published in 2018 at "Filomat"
DOI: 10.2298/fil1819799k
Abstract: A nonmonotone line search method for solving unconstrained optimization problems with the objective function in the form of mathematical expectation is proposed and analyzed. The method works with approximate values of the objective function obtained…
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Keywords:
search method;
search;
method;
nonmonotone line ... See more keywords