Variable-number sample-path optimization
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Publication:959964
DOI10.1007/S10107-007-0164-YzbMATH Open1165.90013OpenAlexW2045192889WikidataQ105583395 ScholiaQ105583395MaRDI QIDQ959964FDOQ959964
Publication date: 16 December 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0164-y
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Cited In (21)
- Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- Optimization of Stochastic Blackboxes with Adaptive Precision
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Nonmonotone line search methods with variable sample size
- Variable sample size method for equality constrained optimization problems
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data
- Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
- Stochastic optimization using a trust-region method and random models
- Optimization with hidden constraints and embedded Monte Carlo computations
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
- Iteratively sampling scheme for stochastic optimization with variable number sample path
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- On sample size control in sample average approximations for solving smooth stochastic programs
- Sample size selection in optimization methods for machine learning
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- Derivative-free optimization methods
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
Uses Software
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