SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods

MaRDI QIDQ3372251zbMATH OpenFDO

Authors Alexei Gaivoronski

Publication date 20 February 2006

zbMATH Keywords

nonlinear optimization problemsstochastic gradientstochastic quasi-gradient methodstelecommunications

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stochastic programming (90C15)

Cited in

(11)

• Stochastic quasigradient methods for optimization of discrete event systems
• SQG
• Stochastic optimization on social networks with application to service pricing
• A stochastic quasi-Newton method for simulation response optimization
• Risk-balanced dimensioning and pricing of end-to-end differentiated services
• scientific article; zbMATH DE number 4085417 (Why is no real title available?)
• scientific article; zbMATH DE number 4091201 (Why is no real title available?)
• scientific article; zbMATH DE number 2033405 (Why is no real title available?)
• Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
• Algorithm 1007: QNSTOP -- quasi-Newton algorithm for stochastic optimization
• \texttt{TRIQS/SOM}: implementation of the stochastic optimization method for analytic continuation

Describes a project that uses

Uses Software

• MSLiP

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