Sample size selection in optimization methods for machine learning (Q715253): Difference between revisions

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+An adaptive Monte Carlo algorithm for computing mixed logit estimators
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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+On the Goldstein-Levitin-Polyak gradient projection method
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+On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning
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+A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
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+Projected Barzilai-Borwein methods for large-scale box-constrained quadratic programming
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+Optimal Distributed Online Prediction using Mini-Batches
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+Variable-number sample-path optimization
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+De-noising by soft-thresholding
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+Q2880998
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+Q5517349
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+A New Active Set Algorithm for Box Constrained Optimization
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+The Sample Average Approximation Method for Stochastic Discrete Optimization
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+Newton's Method for Large Bound-Constrained Optimization Problems
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+Primal-dual subgradient methods for convex problems
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+Acceleration of Stochastic Approximation by Averaging
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+The conjugate gradient method in extremal problems
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+A Stochastic Approximation Method
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+A simulation-based approach to two-stage stochastic programming with recourse
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+On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
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+Convergence Analysis of Stochastic Algorithms
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+Accelerated Block-coordinate Relaxation for Regularized Optimization
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+Sparse Reconstruction by Separable Approximation
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+Q2896156
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