Constrained and composite optimization via adaptive sampling methods

DOI10.1093/IMANUM/DRAD020MaRDI QIDQ6629598FDOQ6629598

Authors: Yuchen Xie, Raghu Bollapragada, R. H. Byrd, Jorge Nocedal 

Publication date: 30 October 2024

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

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zbMATH Keywords

sample selectionstochastic optimizationcomposite optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)

Cited In (4)

• Adaptive sampling stochastic multigradient algorithm for stochastic multiobjective optimization
• Adaptive sampling strategies for risk-averse stochastic optimization with constraints
• An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
• A proximal stochastic quasi-Newton algorithm with dynamical sampling and stochastic line search

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