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Reference.org
Stochastic optimization
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<p>Stochastic optimization (SO) are <a href="/facts/Optimization_(mathematics)/oRn8Iv5I">optimization</a> <a href="/facts/Iterative_method/uKMAJhEh">methods</a> that generate and use <a href="/facts/Random_variable/TwTBXnLT">random variables</a>. For <a href="/facts/Stochastic/uMbgL94r">stochastic</a> optimization problems, the <a href="/facts/Objective_function/xv5ozuhl">objective functions</a> or <a href="/facts/Constraint_(mathematics)/QLFIFlFX">constraints</a> are random. Stochastic optimization also include methods with random <a href="/facts/Iterative_method/uKMAJhEh">iterates</a>. Some hybrid methods use random iterates to solve stochastic problems, combining both meanings of stochastic optimization. Stochastic optimization methods generalize <a href="/facts/Deterministic_system_(mathematics)/oT1NvyHD">deterministic</a> methods for deterministic problems. </p>