AMLET
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Related Items (16)
On sample size control in sample average approximations for solving smooth stochastic programs ⋮ An uncertain optimization method for overall ballistics based on stochastic programming and a neural network surrogate model ⋮ Interval optimization for structural dynamic responses of an artillery system under uncertainty ⋮ Income, time effects and direct preferences in a multimodal choice context: application of mixed RP/SP models with nonlinear utilities ⋮ On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors ⋮ Spectral projected gradient method for stochastic optimization ⋮ A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions ⋮ Variable sample size method for equality constrained optimization problems ⋮ A retrospective trust-region method for unconstrained optimization ⋮ Adjoint-based Monte Carlo calibration of financial methods ⋮ Implementing quasi-Monte Carlo simulations with linear transformations ⋮ Sample size selection in optimization methods for machine learning ⋮ Convergence theory for nonconvex stochastic programming with an application to mixed logit ⋮ Inexact Restoration approach for minimization with inexact evaluation of the objective function ⋮ 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
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