Stochastic approximation algorithm for minimax problems
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Cites work
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- scientific article; zbMATH DE number 3496814 (Why is no real title available?)
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- A Stochastic Approximation Method
- Generalized Gradients and Applications
- Minimization of functions having Lipschitz continuous first partial derivatives
- On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
- Optimization and nonsmooth analysis
- Stochastic approximation methods for constrained and unconstrained systems
- Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
Cited in
(28)- scientific article; zbMATH DE number 3901529 (Why is no real title available?)
- Stochastic algorithms with Armijo stepsizes for minimization of functions
- Algorithms for the solution of stochastic dynamic minimax problems
- Stochastic approximation of global minimum points
- Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
- A stochastic approximation counterpart of the feasible direction method
- Minimization theorems and techniques for sequential stochastic machines
- Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise
- A Stochastic Approximation Algorithm with Varying Bounds
- A Globally Convergent Stochastic Approximation
- scientific article; zbMATH DE number 4164555 (Why is no real title available?)
- Stochastic methods for solving minimax problems
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
- The stochastic auxiliary problem principle in Banach spaces: measurability and convergence
- Analysis of search methods of optimization based on potential theory. I: Nonlocal properties
- Analysis of search methods of optimization based on potential theory. III: Convergence of methods
- Asymptotic normality and optimality in nonsmooth stochastic approximation
- scientific article; zbMATH DE number 1555182 (Why is no real title available?)
- Stochastic approximation search algorithms with randomization at the input
- A stochastic steepest-descent algorithm
- Minimization algorithms based on supervisor and searcher cooperation
- Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues
- scientific article; zbMATH DE number 4091202 (Why is no real title available?)
- Stochastic algorithm for minimization of an additive function
- SABRINA: a stochastic subspace majorization-minimization algorithm
- Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
- A nonlinear Lagrange algorithm for stochastic minimax problems based on sample average approximation method
- Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems
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