Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
DOI10.1007/S11075-019-00699-6OpenAlexW2937120640WikidataQ128046069 ScholiaQ128046069MaRDI QIDQ2290926FDOQ2290926
Authors: Andrea Rožnjik, Nataša Krklec Jerinkić 
Publication date: 29 January 2020
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-019-00699-6
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- scientific article; zbMATH DE number 4028679
stochastic optimizationline searchsample average approximationequality constraintsquadratic penalty methodvariable sample size
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- Variable sample size method for equality constrained optimization problems
Cited In (4)
- Spectral projected subgradient method for nonsmooth convex optimization problems
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
- Sample average approximation for stochastic programming with equality constraints
- AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
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