A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
From MaRDI portal
Publication:3083327
DOI10.1137/080742506zbMath1211.90169OpenAlexW2083543317MaRDI QIDQ3083327
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) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)
Related Items
Why does Monte Carlo fail to work properly in high-dimensional optimization problems?, Random sampling: billiard walk algorithm, Efficient sampling in spectrahedra and volume approximation, Optimization with a class of multivariate integral stochastic order constraints, A flexible elicitation procedure for additive model scale constants, Randomized methods based on new Monte Carlo schemes for control and optimization, Research on probabilistic methods for control system design, A stochastic subspace approach to gradient-free optimization in high dimensions, Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
Uses Software
