Pages that link to "Item:Q3098283"
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The following pages link to On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization (Q3098283):
Displayed 30 items.
- Optimality functions and lopsided convergence (Q301730) (← links)
- Fusion of hard and soft information in nonparametric density estimation (Q320029) (← links)
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation (Q439343) (← links)
- Spectral projected gradient method for stochastic optimization (Q670658) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- A two-step gradient estimation approach for setting supply chain operating parameters (Q1651591) (← links)
- Variable sample size method for equality constrained optimization problems (Q1749777) (← links)
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems (Q1935267) (← links)
- A three-stage optimization algorithm for the stochastic parallel machine scheduling problem with adjustable production rates (Q1956018) (← links)
- An adaptive model with joint chance constraints for a hybrid wind-conventional generator system (Q1989737) (← links)
- Iteratively sampling scheme for stochastic optimization with variable number sample path (Q2157906) (← links)
- Inexact restoration with subsampled trust-region methods for finite-sum minimization (Q2191786) (← links)
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926) (← links)
- Nonmonotone line search methods with variable sample size (Q2340358) (← links)
- A simulation optimization approach for a two-echelon inventory system with service level constraints (Q2355866) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- Inexact Restoration approach for minimization with inexact evaluation of the objective function (Q2796018) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
- On Sampling Rates in Simulation-Based Recursions (Q4600839) (← links)
- On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors (Q4605701) (← links)
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization (Q5076721) (← links)
- Single Observation Adaptive Search for Continuous Simulation Optimization (Q5131547) (← links)
- Biobjective Simulation Optimization on Integer Lattices Using the Epsilon-Constraint Method in a Retrospective Approximation Framework (Q5148193) (← links)
- (Q5168862) (← links)
- Derivative-free optimization methods (Q5230522) (← links)
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact (Q5235099) (← links)
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)