Variable-sample methods for stochastic optimization
From MaRDI portal
Publication:4564830
DOI10.1145/858481.858483zbMath1390.65003OpenAlexW2137385155WikidataQ105584204 ScholiaQ105584204MaRDI QIDQ4564830
Publication date: 12 June 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/858481.858483
Related Items (30)
Scenario Min-Max Optimization and the Risk of Empirical Costs ⋮ On sample size control in sample average approximations for solving smooth stochastic programs ⋮ Iteratively sampling scheme for stochastic optimization with variable number sample path ⋮ Adaptive Sampling Strategies for Stochastic Optimization ⋮ A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization ⋮ Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization ⋮ The effect of few historical data on the performance of sample average approximation method for operating room scheduling ⋮ A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions ⋮ On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors ⋮ Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation ⋮ Spectral projected subgradient method for nonsmooth convex optimization problems ⋮ Single Observation Adaptive Search for Continuous Simulation Optimization ⋮ Spectral projected gradient method for stochastic optimization ⋮ Variable sample size method for equality constrained optimization problems ⋮ Variable-number sample-path optimization ⋮ Extragradient Method with Variance Reduction for Stochastic Variational Inequalities ⋮ Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space ⋮ Inexact Restoration approach for minimization with inexact evaluation of the objective function ⋮ Convergence rate of a simulated annealing algorithm with noisy observations ⋮ Stochastic multi-objective optimization: a survey on non-scalarizing methods ⋮ Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation ⋮ Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse ⋮ Adaptive sample size and importance sampling in estimation-based local search for the probabilistic traveling salesman problem ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs ⋮ Nonmonotone line search methods with variable sample size ⋮ Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization ⋮ An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems ⋮ A simulation optimization approach for a two-echelon inventory system with service level constraints ⋮ Risk and complexity in scenario optimization ⋮ On rates of convergence for sample average approximations in the almost sure sense and in mean
This page was built for publication: Variable-sample methods for stochastic optimization