Spectral projected gradient method for stochastic optimization
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- scientific article; zbMATH DE number 4087432
Cites work
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- Efficient sample sizes in stochastic nonlinear programming
- Global convergence of online limited memory BFGS
- Hybrid deterministic-stochastic methods for data fitting
- Inexact restoration approach for minimization with inexact evaluation of the objective function
- Introduction to Stochastic Search and Optimization
- Lectures on Stochastic Programming
- Line search methods with variable sample size for unconstrained optimization
- Nonmonotone Spectral Projected Gradient Methods on Convex Sets
- Nonmonotone line search methods with variable sample size
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
- On the use of stochastic Hessian information in optimization methods for machine learning
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Cited in
(8)- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Stochastic heavy-ball method for constrained stochastic optimization problems
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
- A multivariate spectral projected gradient method for bound constrained optimization
- AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
- Gradient methods exploiting spectral properties
- Spectral projected subgradient method for nonsmooth convex optimization problems
- Subsampled nonmonotone spectral gradient methods
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