Stochastic approximation algorithm for minimax problems
From MaRDI portal
Recommendations
- Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
- Stochastic methods for solving minimax problems
- Convergence Analysis of Stochastic Algorithms
- A nonlinear Lagrange algorithm for stochastic minimax problems based on sample average approximation method
- A stochastic steepest-descent algorithm
Cites work
- scientific article; zbMATH DE number 4086905 (Why is no real title available?)
- scientific article; zbMATH DE number 3459735 (Why is no real title available?)
- scientific article; zbMATH DE number 3496814 (Why is no real title available?)
- scientific article; zbMATH DE number 3407464 (Why is no real title available?)
- A Stochastic Approximation Method
- Generalized Gradients and Applications
- Minimization of functions having Lipschitz continuous first partial derivatives
- On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
- Optimization and nonsmooth analysis
- Stochastic approximation methods for constrained and unconstrained systems
- Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
Cited in
(28)- SABRINA: a stochastic subspace majorization-minimization algorithm
- scientific article; zbMATH DE number 1555182 (Why is no real title available?)
- Stochastic methods for solving minimax problems
- Stochastic algorithm for minimization of an additive function
- Algorithms for the solution of stochastic dynamic minimax problems
- A Stochastic Approximation Algorithm with Varying Bounds
- scientific article; zbMATH DE number 3901529 (Why is no real title available?)
- Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
- Interchangeability of expectation and differentiation of waiting times in \(GI/G/1\) queues
- The stochastic auxiliary problem principle in Banach spaces: measurability and convergence
- Analysis of search methods of optimization based on potential theory. I: Nonlocal properties
- Analysis of search methods of optimization based on potential theory. III: Convergence of methods
- Minimization theorems and techniques for sequential stochastic machines
- A Globally Convergent Stochastic Approximation
- Minimization algorithms based on supervisor and searcher cooperation
- Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
- Stochastic algorithms with Armijo stepsizes for minimization of functions
- A nonlinear Lagrange algorithm for stochastic minimax problems based on sample average approximation method
- A stochastic steepest-descent algorithm
- Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
- scientific article; zbMATH DE number 4164555 (Why is no real title available?)
- A stochastic approximation counterpart of the feasible direction method
- scientific article; zbMATH DE number 4091202 (Why is no real title available?)
- Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise
- Stochastic approximation search algorithms with randomization at the input
- Stochastic approximation of global minimum points
- Asymptotic normality and optimality in nonsmooth stochastic approximation
This page was built for publication: Stochastic approximation algorithm for minimax problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1823151)
