Robust Stochastic Approximation Approach to Stochastic Programming
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Cited in
(only showing first 100 items - show all)- Online machine teaching under learner uncertainty: gradient descent learners of a quadratic loss
- Approximate Newton methods
- On feasibility of sample average approximation solutions
- Adaptive sampling for incremental optimization using stochastic gradient descent
- Unifying mirror descent and dual averaging
- A deep learning algorithm for high-dimensional exploratory item factor analysis
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems
- General convergence analysis of stochastic first-order methods for composite optimization
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Dual stochastic natural gradient descent. and convergence of interior half-space gradient approximations
- scientific article; zbMATH DE number 7306860 (Why is no real title available?)
- A note on diffusion limits for stochastic gradient descent
- Projected stochastic gradients for convex constrained problems in Hilbert spaces
- A family of subgradient-based methods for convex optimization problems in a unifying framework
- On the complexity of random satisfiability problems with planted solutions
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- Robust Accelerated Primal-Dual Methods for Computing Saddle Points
- Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities
- Robust Power Management via Learning and Game Design
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Some limit properties of Markov chains induced by recursive stochastic algorithms
- Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads
- Distributed resource allocation over random networks based on stochastic approximation
- Portfolio optimization in a multivariate jump-diffusion model
- A nonmonotone approximate sequence algorithm for unconstrained nonlinear optimization
- scientific article; zbMATH DE number 7415080 (Why is no real title available?)
- Convergence of stochastic gradient descent under a local Łojasiewicz condition for deep neural networks
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Risk-averse approximate dynamic programming with quantile-based risk measures
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- Robust sample average approximation
- Adaptivity of stochastic gradient methods for nonconvex optimization
- Primal-dual mirror descent method for constraint stochastic optimization problems
- Algorithms for stochastic optimization with function or expectation constraints
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- Multidimensional stochastic approximation
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
- Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
- Robust Solutions in Stochastic Linear Programming
- Optimal Algorithms for Stochastic Complementary Composite Minimization
- An accelerated forward-backward splitting algorithm for solving inclusion problems with applications to regression and link prediction problems
- Stochastic gradient descent for semilinear elliptic equations with uncertainties
- Analysis and design of optimization algorithms via integral quadratic constraints
- Optimization problems governed by systems of PDEs with uncertainties
- Weakly-convex-concave min-max optimization: provable algorithms and applications in machine learning
- Statistics of robust optimization: a generalized empirical likelihood approach
- On stochastic accelerated gradient with convergence rate of regression learning
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- Hilbert direct integrals of monotone operators
- An optimal method for stochastic composite optimization
- Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates
- Communication-efficient algorithms for decentralized and stochastic optimization
- New nonasymptotic convergence rates of stochastic proximal point algorithm for stochastic convex optimization
- Faster randomized block sparse Kaczmarz by averaging
- Sample average approximation method for compound stochastic optimization problems
- Stochastic sampling for deterministic structural topology optimization with many load cases: density-based and ground structure approaches
- Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms
- Mini-batch stochastic subgradient for functional constrained optimization
- On stochastic accelerated gradient with convergence rate
- A class of parallel doubly stochastic algorithms for large-scale learning
- On finite termination of an inexact proximal point algorithm
- Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projection
- General procedure to provide high-probability guarantees for stochastic saddle point problems
- Accelerating Stochastic Composition Optimization
- Stochastic forward-backward splitting for monotone inclusions
- Aggregate subgradient method for nonsmooth DC optimization
- On the regularizing property of stochastic gradient descent
- A stochastic-gradient-based interior-point algorithm for solving smooth bound-constrained optimization problems
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- Convergence of online mirror descent
- Theoretical analysis of Adam using hyperparameters close to one without Lipschitz smoothness
- Online first-order framework for robust convex optimization
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
- Stochastic Methods for Composite and Weakly Convex Optimization Problems
- Solving variational inequalities with stochastic mirror-prox algorithm
- Simple and optimal methods for stochastic variational inequalities. I: Operator extrapolation
- scientific article; zbMATH DE number 7307490 (Why is no real title available?)
- Monte Carlo sampling approach to stochastic programming
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Bayesian inference with optimal maps
- A non-monotonic method for large-scale non-negative least squares
- Fast and strong convergence of online learning algorithms
- Towards easier and faster sequence labeling for natural language processing: a search-based probabilistic online learning framework (SAPO)
- Surrogate-based robust design for a non-smooth radiation source detection problem
- A regularized variance-reduced modified extragradient method for stochastic hierarchical games
- A fast non-monotone line search for stochastic gradient descent
- Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems
- Nonparametric multi-product dynamic pricing with demand learning via simultaneous price perturbation
- The rate of convergence of Bregman proximal methods: local geometry versus regularity versus sharpness
- A simple specification test for models with many conditional moment inequalities
- On adaptive stochastic optimization for streaming data: a Newton's method with \( \mathcal{O}(dN)\) operations
- Subgradient ellipsoid method for nonsmooth convex problems
- Forward-reflected-backward method with variance reduction
- Unified convergence analysis for adaptive optimization with moving average estimator
- Unified analysis of stochastic gradient methods for composite convex and smooth optimization
- Analysis of stochastic gradient descent in continuous time
- High probability and risk-averse guarantees for a stochastic accelerated primal-dual method
- Countering the communication bottleneck in federated learning: a highly efficient zero-order optimization technique
- Stochastic-constrained stochastic optimization with Markovian data
- Sampled limited memory methods for massive linear inverse problems
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