Pages that link to "Item:Q715058"

The following pages link to Validation analysis of mirror descent stochastic approximation method (Q715058):

Displaying 44 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Gradient sliding for composite optimization (Q312670) (← links)
• Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
• Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
• Introduction to convex optimization in financial markets (Q715237) (← links)
• Stochastic intermediate gradient method for convex problems with stochastic inexact oracle (Q727222) (← links)
• An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
• Stochastic accelerated alternating direction method of multipliers with importance sampling (Q1626518) (← links)
• Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
• Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
• An optimal randomized incremental gradient method (Q1785198) (← links)
• Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
• Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614) (← links)
• On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
• A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization (Q2103421) (← links)
• Complexity of stochastic dual dynamic programming (Q2118093) (← links)
• A primal-dual algorithm for risk minimization (Q2133418) (← links)
• Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
• A heuristic adaptive fast gradient method in stochastic optimization problems (Q2207619) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Communication-efficient algorithms for decentralized and stochastic optimization (Q2297648) (← links)
• Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
• On the efficiency of a randomized mirror descent algorithm in online optimization problems (Q2354481) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
• Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization (Q2954396) (← links)
• Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• On the strong concavity of the dual function of an optimization problem (Q3391384) (← links)
• Multilevel Stochastic Gradient Methods for Nested Composition Optimization (Q4629336) (← links)
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• (Q4969260) (← links)
• Stochastic Optimization for Dynamic Pricing (Q5054161) (← links)
• Accelerate stochastic subgradient method by leveraging local growth condition (Q5236746) (← links)
• Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization (Q5737735) (← links)
• On the Convergence of Mirror Descent beyond Stochastic Convex Programming (Q5853716) (← links)
• Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization (Q5962719) (← links)
• Faster randomized block sparse Kaczmarz by averaging (Q6109882) (← links)
• Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
• Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads (Q6554079) (← links)
• Consistency of sample-based stationary points for infinite-dimensional stochastic optimization (Q6663110) (← links)