On sampling rates in simulation-based recursions
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Publication:4600839
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Cited in
(19)- Stochastic optimization using a trust-region method and random models
- An extended two-stage sequential optimization approach: properties and performance
- Adaptive sampling line search for local stochastic optimization with integer variables
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- A smoothing direct search method for Monte Carlo-based bound constrained composite nonsmooth optimization
- Budget-Dependent Convergence Rate of Stochastic Approximation
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- Adaptive sampling strategies for stochastic optimization
- Optimization methods for large-scale machine learning
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- Derivative-free optimization methods
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- A trust region method for noisy unconstrained optimization
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- Adaptive sampling stochastic multigradient algorithm for stochastic multiobjective optimization
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
- An introduction to multiobjective simulation optimization
- A line search framework with restarting for noisy optimization problems
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