A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
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Publication:3083327
DOI10.1137/080742506zbMATH Open1211.90169OpenAlexW2083543317MaRDI QIDQ3083327FDOQ3083327
Fabrizio Dabbene, P. S. Shcherbakov, Boris T. Polyak
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080742506
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Stochastic programming (90C15)
Cited In (12)
- Why does Monte Carlo fail to work properly in high-dimensional optimization problems?
- A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
- A Randomized Algorithm to Optimize Over Certain Convex Sets
- Truncated log-concave sampling for convex bodies with reflective Hamiltonian Monte Carlo
- Efficient sampling in spectrahedra and volume approximation
- Randomized methods based on new Monte Carlo schemes for control and optimization
- Optimization with a class of multivariate integral stochastic order constraints
- A stochastic subspace approach to gradient-free optimization in high dimensions
- Research on probabilistic methods for control system design
- Random sampling: billiard walk algorithm
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
- A flexible elicitation procedure for additive model scale constants
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