An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints (Q6072951): Difference between revisions

Latest revision as of 18:10, 30 December 2024

scientific article; zbMATH DE number 7750320

Language	Label	Description	Also known as
English	An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints	scientific article; zbMATH DE number 7750320

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instance of

scholarly article

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title

An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints (English)

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Boyan Stefanov Lazarov

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Socratis Petrides

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Jingyi Wang

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published in

Computers \& Mathematics with Applications

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publication date

13 October 2023

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full work available at URL

https://arxiv.org/abs/2305.01018

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zbMATH Keywords

augmented Lagrangian

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stochastic optimization

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adaptive sampling

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constrained optimization

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engineering design

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machine learning

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic optimization using a trust-region method and random models

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Efficient topology optimization in MATLAB using 88 lines of code

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An adaptive Monte Carlo algorithm for computing mixed logit estimators

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Convex analysis and monotone operator theory in Hilbert spaces

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Q4449265

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Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization

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Q3452586

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Q4830373

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Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

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Adaptive Sampling Strategies for Stochastic Optimization

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Exact and inexact subsampled Newton methods for optimization

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Optimization Methods for Large-Scale Machine Learning

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Q4821526

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Topology optimization of nonlinear elastic structures and compliant mechanisms

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Sample size selection in optimization methods for machine learning

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Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

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Level set based robust shape and topology optimization under random field uncertainties

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Adaptive augmented Lagrangian methods: algorithms and practical numerical experience

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An adaptive augmented Lagrangian method for large-scale constrained optimization

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Hybrid Deterministic-Stochastic Methods for Data Fitting

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Inexact stochastic mirror descent for two-stage nonlinear stochastic programs

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Multiplier and gradient methods

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Inexact accelerated augmented Lagrangian methods

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A fractional PDE model for turbulent velocity fields near solid walls

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A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis

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Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields

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Risk-averse design of tall buildings for uncertain wind conditions

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Optimization of PDEs with uncertain inputs

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A primal-dual algorithm for risk minimization

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Iteration-complexity of first-order augmented Lagrangian methods for convex programming

0 references

Algorithms for stochastic optimization with function or expectation constraints

0 references

Filters in topology optimization based on Helmholtz-type differential equations

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An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

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Proximité et dualité dans un espace hilbertien

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Lectures on convex optimization

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On Sampling Rates in Simulation-Based Recursions

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Optimal Control of Uncertain Systems Using Sample Average Approximations

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Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers

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Q5590418

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Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

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Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming

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Sub-sampled Newton methods

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Optimal Budget Allocation for Sample Average Approximation

0 references

Lectures on Stochastic Programming: Modeling and Theory, Third Edition

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On general minimax theorems

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Optimization for Data Analysis

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SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs

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Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints

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Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming

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Q5381130

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Identifiers

arXiv ID

2305.01018

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Mathematics Subject Classification ID

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10.1016/J.CAMWA.2023.09.014

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Sitelinks

Mathematics(1 entry)

mardi Publication:6072951

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+Stochastic optimization using a trust-region method and random models
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+Efficient topology optimization in MATLAB using 88 lines of code
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@@ Property / cites work @@
+An adaptive Monte Carlo algorithm for computing mixed logit estimators
+Normal rank
@@ Property / cites work @@
+Convex analysis and monotone operator theory in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Q4449265
@@ Property / cites work: Q4449265 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
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@@ Property / cites work @@
+Q3452586
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+Normal rank
@@ Property / cites work @@
+Q4830373
@@ Property / cites work: Q4830373 / rank @@
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@@ Property / cites work @@
+Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
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@@ Property / cites work @@
+Adaptive Sampling Strategies for Stochastic Optimization
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@@ Property / cites work @@
+Exact and inexact subsampled Newton methods for optimization
+Normal rank
@@ Property / cites work @@
+Optimization Methods for Large-Scale Machine Learning
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
+Normal rank
@@ Property / cites work @@
+Topology optimization of nonlinear elastic structures and compliant mechanisms
+Normal rank
@@ Property / cites work @@
+Sample size selection in optimization methods for machine learning
+Normal rank
@@ Property / cites work @@
+Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
+Normal rank
@@ Property / cites work @@
+Level set based robust shape and topology optimization under random field uncertainties
+Normal rank
@@ Property / cites work @@
+Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
+Normal rank
@@ Property / cites work @@
+An adaptive augmented Lagrangian method for large-scale constrained optimization
+Normal rank
@@ Property / cites work @@
+Hybrid Deterministic-Stochastic Methods for Data Fitting
+Normal rank
@@ Property / cites work @@
+Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
+Normal rank
@@ Property / cites work @@
+Multiplier and gradient methods
@@ Property / cites work: Multiplier and gradient methods / rank @@
+Normal rank
@@ Property / cites work @@
+Inexact accelerated augmented Lagrangian methods
@@ Property / cites work: Inexact accelerated augmented Lagrangian methods / rank @@
+Normal rank
@@ Property / cites work @@
+A fractional PDE model for turbulent velocity fields near solid walls
+Normal rank
@@ Property / cites work @@
+A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis
+Normal rank
@@ Property / cites work @@
+Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
+Normal rank
@@ Property / cites work @@
+Risk-averse design of tall buildings for uncertain wind conditions
+Normal rank
@@ Property / cites work @@
+Optimization of PDEs with uncertain inputs
@@ Property / cites work: Optimization of PDEs with uncertain inputs / rank @@
+Normal rank
@@ Property / cites work @@
+A primal-dual algorithm for risk minimization
@@ Property / cites work: A primal-dual algorithm for risk minimization / rank @@
+Normal rank
@@ Property / cites work @@
+Iteration-complexity of first-order augmented Lagrangian methods for convex programming
+Normal rank
@@ Property / cites work @@
+Algorithms for stochastic optimization with function or expectation constraints
+Normal rank
@@ Property / cites work @@
+Filters in topology optimization based on Helmholtz-type differential equations
+Normal rank
@@ Property / cites work @@
+An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
+Normal rank
@@ Property / cites work @@
+Proximité et dualité dans un espace hilbertien
@@ Property / cites work: Proximité et dualité dans un espace hilbertien / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on convex optimization
@@ Property / cites work: Lectures on convex optimization / rank @@
+Normal rank
@@ Property / cites work @@
+On Sampling Rates in Simulation-Based Recursions
@@ Property / cites work: On Sampling Rates in Simulation-Based Recursions / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Uncertain Systems Using Sample Average Approximations
+Normal rank
@@ Property / cites work @@
+Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers
+Normal rank
@@ Property / cites work @@
+Q5590418
@@ Property / cites work: Q5590418 / rank @@
+Normal rank
@@ Property / cites work @@
+Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
+Normal rank
@@ Property / cites work @@
+Sub-sampled Newton methods
@@ Property / cites work: Sub-sampled Newton methods / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Budget Allocation for Sample Average Approximation
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming: Modeling and Theory, Third Edition
+Normal rank
@@ Property / cites work @@
+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization for Data Analysis
@@ Property / cites work: Optimization for Data Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs
+Normal rank
@@ Property / cites work @@
+Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
+Normal rank
@@ Property / cites work @@
+Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
+Normal rank
@@ Property / cites work @@
+Q5381130
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@@ Property / DOI @@
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