Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization

DOI10.1109/TAC.2014.2310052MaRDI QIDQ2983111zbMATH OpenFDO

Authors Enlu Zhou, Jiaqiao Hu

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2014.2310052

Mathematics Subject Classification ID

Stochastic programming (90C15) Derivative-free methods and methods using generalized derivatives (90C56)

Cited in

(12)

• A Lagrangian search method for the \(P\)-median problem
• Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
• Simulation optimization of risk measures with adaptive risk levels
• Discrete conditional-expectation-based simulation optimization: methodology and applications
• Domination Measure: A New Metric for Solving Multiobjective Optimization
• Population model-based optimization
• Gradient-based adaptive stochastic search for simulation optimization over continuous space
• Simulation optimization: a review and exploration in the new era of cloud computing and big data
• Model-based annealing random search with stochastic averaging
• A unified robust optimization approach for problems with costly simulation-based objectives and constraints
• A review of benchmark and test functions for global optimization algorithms and metaheuristics
• Non-Gaussian ensemble optimization

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