Smoothed Functionals in Stochastic Optimization

DOI10.1287/MOOR.8.1.26MaRDI QIDQ4744065zbMATH OpenOpenAlexFDO

Authors Reuven Y. Rubinstein

Publication date 1983

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.8.1.26

zbMATH Keywords

global extremumnonconvex functionsmoothed functionstochastic approximation method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited in

(8)

• Nondifferentiable optimization via smooth approximation: General analytical approach
• Optimization and sensitivity analysis of computer simulation models by the score function method
• Nonlinear stochastic programming by Monte-Carlo estimators
• Global optimization of bounded factorable functions with discontinuities
• A unified and efficient proximal gradient descent algorithm for penalized convoluted support vector machines
• Smoothing functions for sparse optimization: a unified framework
• Efficient Distributed Learning over Decentralized Networks with Convoluted Support Vector Machine
• Convoluted support matrix machine in high dimensions

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