Penalty methods with stochastic approximation for stochastic nonlinear programming
From MaRDI portal
Publication:2970100
DOI10.1090/mcom/3178zbMath1360.90180arXiv1312.2690OpenAlexW2125062699MaRDI QIDQ2970100
Xiao Wang, Ya-Xiang Yuan, Shi-Qian Ma
Publication date: 27 March 2017
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.2690
stochastic programmingstochastic approximationnonlinear programmingpenalty methodglobal complexity bound
Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Stochastic programming (90C15) Stochastic approximation (62L20)
Related Items (5)
Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization ⋮ Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization ⋮ Stochastic first-order methods for convex and nonconvex functional constrained optimization ⋮ Variable sample size method for equality constrained optimization problems ⋮ Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- An optimal method for stochastic composite optimization
- Validation analysis of mirror descent stochastic approximation method
- Learning by mirror averaging
- New method of stochastic approximation type
- Convergence theory for nonconvex stochastic programming with an application to mixed logit
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Stochastic First-Order Methods with Random Constraint Projection
- Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
- Worst-Case Complexity of Smoothing Quadratic Regularization Methods for Non-Lipschitzian Optimization
- Feature Article: Optimization for simulation: Theory vs. Practice
- Randomized Smoothing for Stochastic Optimization
- Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization
- Introduction to Stochastic Programming
- On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming
- Lectures on Stochastic Programming
- Robust Stochastic Approximation Approach to Stochastic Programming
- stochastic quasigradient methods and their application to system optimization†
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
- Acceleration of Stochastic Approximation by Averaging
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Asymptotic Distribution of Stochastic Approximation Procedures
- A Stochastic Approximation Method
- On a Stochastic Approximation Method
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
This page was built for publication: Penalty methods with stochastic approximation for stochastic nonlinear programming
