Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
From MaRDI portal
Publication:2983111
DOI10.1109/TAC.2014.2310052zbMath1360.90295MaRDI QIDQ2983111
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
Related Items (9)
A Lagrangian search method for the \(P\)-median problem ⋮ Generalization of a result of Fabian on the asymptotic normality of stochastic approximation ⋮ Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space ⋮ Population model-based optimization ⋮ Simulation optimization of risk measures with adaptive risk levels ⋮ Domination Measure: A New Metric for Solving Multiobjective Optimization ⋮ Discrete conditional-expectation-based simulation optimization: methodology and applications ⋮ Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data ⋮ Model-Based Annealing Random Search with Stochastic Averaging
This page was built for publication: Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
