Spectral projected gradient method for stochastic optimization
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Publication:670658
DOI10.1007/S10898-018-0682-6zbMATH Open1417.90109OpenAlexW2811289997WikidataQ129594563 ScholiaQ129594563MaRDI QIDQ670658FDOQ670658
Authors: Nataša Krklec Jerinkić, Nataša Krejić 
Publication date: 18 March 2019
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-018-0682-6
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- scientific article; zbMATH DE number 4087432
spectral projected gradientsample average approximationvariable sample sizeconstrained stochastic problems
Cites Work
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Cited In (6)
- Spectral projected subgradient method for nonsmooth convex optimization problems
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- A multivariate spectral projected gradient method for bound constrained optimization
- Subsampled nonmonotone spectral gradient methods
- AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
- Gradient methods exploiting spectral properties
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