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

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Boyan Stefanov Lazarov

0 references

Socratis Petrides

0 references

Jingyi Wang

0 references

published in

Computers \& Mathematics with Applications

0 references

publication date

13 October 2023

0 references

full work available at URL

https://arxiv.org/abs/2305.01018

0 references

zbMATH Keywords

augmented Lagrangian

0 references

stochastic optimization

0 references

adaptive sampling

0 references

constrained optimization

0 references

engineering design

0 references

machine learning

0 references

MaRDI profile type

Publication

0 references

cites work

Stochastic optimization using a trust-region method and random models

0 references

Efficient topology optimization in MATLAB using 88 lines of code

0 references

An adaptive Monte Carlo algorithm for computing mixed logit estimators

0 references

Convex analysis and monotone operator theory in Hilbert spaces

0 references

Q4449265

0 references

Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization

0 references

Q3452586

0 references

Q4830373

0 references

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

0 references

Adaptive Sampling Strategies for Stochastic Optimization

0 references

Exact and inexact subsampled Newton methods for optimization

0 references

Optimization Methods for Large-Scale Machine Learning

0 references

Q4821526

0 references

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

0 references

Topology optimization of nonlinear elastic structures and compliant mechanisms

0 references

Sample size selection in optimization methods for machine learning

0 references

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

0 references

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

0 references

Adaptive augmented Lagrangian methods: algorithms and practical numerical experience

0 references

An adaptive augmented Lagrangian method for large-scale constrained optimization

0 references

Hybrid Deterministic-Stochastic Methods for Data Fitting

0 references

Inexact stochastic mirror descent for two-stage nonlinear stochastic programs

0 references

Multiplier and gradient methods

0 references

Inexact accelerated augmented Lagrangian methods

0 references

A fractional PDE model for turbulent velocity fields near solid walls

0 references

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

0 references

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

0 references

Risk-averse design of tall buildings for uncertain wind conditions

0 references

Optimization of PDEs with uncertain inputs

0 references

A primal-dual algorithm for risk minimization

0 references

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

0 references

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

0 references

Proximité et dualité dans un espace hilbertien

0 references

Lectures on convex optimization

0 references

On Sampling Rates in Simulation-Based Recursions

0 references

Optimal Control of Uncertain Systems Using Sample Average Approximations

0 references

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

0 references

Q5590418

0 references

Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

0 references

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

0 references

Sub-sampled Newton methods

0 references

Optimal Budget Allocation for Sample Average Approximation

0 references

Lectures on Stochastic Programming: Modeling and Theory, Third Edition

0 references

On general minimax theorems

0 references

Optimization for Data Analysis

0 references

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

0 references

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

0 references

Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming

0 references

Q5381130

0 references

Identifiers

arXiv ID

2305.01018

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1016/J.CAMWA.2023.09.014

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6072951

@@ Property / DOI @@
-.1016/j.camwa.2023.09.014
@@ Property / DOI: 10.1016/j.camwa.2023.09.014 / rank @@
-Normal rank
@@ Property / DOI @@
+.1016/J.CAMWA.2023.09.014
@@ Property / DOI: 10.1016/J.CAMWA.2023.09.014 / rank @@
+Normal rank