Pages that link to "Item:Q3657787"

The following pages link to stochastic quasigradient methods and their application to system optimization^† (Q3657787):

Displayed 50 items.

• A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) ‎ (← links)
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization (Q421765) ‎ (← links)
• An optimal method for stochastic composite optimization (Q431018) ‎ (← links)
• A sparsity preserving stochastic gradient methods for sparse regression (Q457215) ‎ (← links)
• On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function (Q544775) ‎ (← links)
• Distributed stochastic subgradient projection algorithms for convex optimization (Q620442) ‎ (← links)
• Random algorithms for convex minimization problems (Q644912) ‎ (← links)
• Parallel processors for planning under uncertainty (Q751510) ‎ (← links)
• Stochastic design optimization of asynchronous flexible assembly systems (Q922935) ‎ (← links)
• A stochastic gradient type algorithm for closed-loop problems (Q1013967) ‎ (← links)
• Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities (Q1016351) ‎ (← links)
• Inventory models under uncertainty: An adaptive approach (Q1080355) ‎ (← links)
• A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems (Q1093531) ‎ (← links)
• Solving many linear programs that differ only in the right-hand side (Q1108193) ‎ (← links)
• Sublinear upper bounds for stochastic programs with recourse (Q1115346) ‎ (← links)
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) ‎ (← links)
• Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441) ‎ (← links)
• An exact penalty algorithm for recourse-constrained stochastic linear programs (Q1194451) ‎ (← links)
• Stochastic quasigradient methods for optimization of discrete event systems (Q1207835) ‎ (← links)
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) ‎ (← links)
• A stochastic quasigradient algorithm with variable metric (Q1207848) ‎ (← links)
• Strategic financial risk management and operations research (Q1278574) ‎ (← links)
• Stochastic optimization on Bayesian nets (Q1278967) ‎ (← links)
• A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) ‎ (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) ‎ (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) ‎ (← links)
• Stochastic optimization of the cost of automatic assembly systems (Q1333463) ‎ (← links)
• SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) ‎ (← links)
• On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) ‎ (← links)
• On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) ‎ (← links)
• A unified framework for stochastic optimization (Q1719609) ‎ (← links)
• Estimation of an optimal solution of a LP problem with unknown objective function (Q1764240) ‎ (← links)
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) ‎ (← links)
• Derivatives of probability functions and integrals over sets given by inequalities (Q1893972) ‎ (← links)
• Continuous approximation schemes for stochastic programs (Q1896441) ‎ (← links)
• Derivatives of probability functions and some applications (Q1896458) ‎ (← links)
• Models and model value in stochastic programming (Q1904670) ‎ (← links)
• Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) ‎ (← links)
• Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) ‎ (← links)
• The effect of deterministic noise in subgradient methods (Q1960191) ‎ (← links)
• Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) ‎ (← links)
• A simultaneous perturbation weak derivative estimator for stochastic neural networks (Q2010380) ‎ (← links)
• A study on distributed optimization over large-scale networked systems (Q2036031) ‎ (← links)
• Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions (Q2089787) ‎ (← links)
• A primal-dual algorithm for risk minimization (Q2133418) ‎ (← links)
• Algorithms for stochastic optimization with function or expectation constraints (Q2181600) ‎ (← links)
• Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) ‎ (← links)
• Asynchronous Lagrangian scenario decomposition (Q2246185) ‎ (← links)
• A stochastic quasi-Newton method for simulation response optimization (Q2491766) ‎ (← links)
• Event tree based sampling (Q2496018) ‎ (← links)