Efficient sample sizes in stochastic nonlinear programming
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Cites work
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- A simulation-based approach to two-stage stochastic programming with recourse
- Algorithms with adaptive smoothing for finite minimax problems
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Calmness and Exact Penalization
- Characterization of the law of the iterated logarithm in Banach spaces
- Effective diagonalization strategies for the solution of a class of optimal design problems
- Epi‐consistency of convex stochastic programs
- Extensions of stochastic optimization results to problems with system failure probability functions
- Optimization and nonsmooth analysis
- Optimization. Algorithms and consistent approximations
- Sample-path optimization of convex stochastic performance functions
Cited in
(18)- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Optimizing \(n\)-variate \((n+k)\)-nomials for small \(k\)
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Line search methods with variable sample size for unconstrained optimization
- Nonmonotone line search methods with variable sample size
- Variable sample size method for equality constrained optimization problems
- Greedy Sampling Using Nonlinear Optimization
- Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems
- Subsampled first-order optimization methods with applications in imaging
- Inexact restoration approach for minimization with inexact evaluation of the objective function
- Optimality functions in stochastic programming
- Adaptive importance sampling for optimization under uncertainty problems
- Spectral projected gradient method for stochastic optimization
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
- Variance reduction in sample approximations of stochastic programs
- On sample size control in sample average approximations for solving smooth stochastic programs
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
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