On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
From MaRDI portal
Publication:3098283
DOI10.1287/opre.1090.0773zbMath1228.90069MaRDI QIDQ3098283
Publication date: 17 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/05c89c83787e71a26ce2364538b5eac37f90e4a3
Related Items
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization, On Sampling Rates in Simulation-Based Recursions, On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors, Unnamed Item, A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization, Single Observation Adaptive Search for Continuous Simulation Optimization, Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework, Derivative-free optimization methods, Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact, Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data, Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs, Optimality functions and lopsided convergence, Fusion of hard and soft information in nonparametric density estimation, Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation, Spectral projected gradient method for stochastic optimization, Optimality functions in stochastic programming, A two-step gradient estimation approach for setting supply chain operating parameters, Variable sample size method for equality constrained optimization problems, Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems, A three-stage optimization algorithm for the stochastic parallel machine scheduling problem with adjustable production rates, An adaptive model with joint chance constraints for a hybrid wind-conventional generator system, Iteratively sampling scheme for stochastic optimization with variable number sample path, Inexact restoration with subsampled trust-region methods for finite-sum minimization, Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation, Nonmonotone line search methods with variable sample size, A simulation optimization approach for a two-echelon inventory system with service level constraints, On sample size control in sample average approximations for solving smooth stochastic programs, Inexact Restoration approach for minimization with inexact evaluation of the objective function, Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction, A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization
