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stochastic is an adjective in English that describes something that was randomly determined. The word first appeared in English to describe a mathematical object called a
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Stochastic optimization (SO)
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methods that generate and use random variables.For
stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involves random objective functions or random constraints.
Stochastic optimization methods also include
methods with random iterates.
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