Convergence theory for nonconvex stochastic programming with an application to mixed logit
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Publication:2502199
DOI10.1007/S10107-006-0708-6zbMATH Open1130.90371OpenAlexW1995878217WikidataQ58185793 ScholiaQ58185793MaRDI QIDQ2502199FDOQ2502199
Authors: Fabian Bastin, Cinzia Cirillo, Philippe L. Toint 
Publication date: 12 September 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0708-6
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Cited In (24)
- Stochastic polynomial optimization
- Adjoint-based Monte Carlo calibration of financial methods
- Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- On the scenario-tree optimal-value error for stochastic programming problems
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Asymptotic behavior of solutions: an application to stochastic NLP
- Nonmonotone line search methods with variable sample size
- A unified approach to uncertain optimization
- On shape optimization with stochastic loadings
- Optimality functions in stochastic programming
- On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling
- Two stochastic optimization algorithms for convex optimization with fixed point constraints
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- A single timescale stochastic quasi-Newton method for stochastic optimization
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- Stochastic nonlinear complementarity problems: stochastic programming reformulation and penalty-based approximation method
- Spectral projected gradient method for stochastic optimization
- Log-concavity of compound distributions with applications in stochastic optimization
- Multi-objective retrospective optimization using stochastic zigzag search
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
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