Validation analysis of mirror descent stochastic approximation method
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Cites work
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- A Stochastic Approximation Method
- A branch and bound method for stochastic global optimization
- Acceleration of Stochastic Approximation by Averaging
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- New variants of bundle methods
- On complexity of stochastic programming problems
- Robust Stochastic Approximation Approach to Stochastic Programming
- The empirical behavior of sampling methods for stochastic programming
- The sample average approximation method applied to stochastic routing problems: a computational study
- The sample average approximation method for stochastic discrete optimization
Cited in
(46)- Communication-efficient algorithms for decentralized and stochastic optimization
- Multilevel stochastic gradient methods for nested composition optimization
- An optimal randomized incremental gradient method
- Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads
- Statistics of robust optimization: a generalized empirical likelihood approach
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- Asymptotic behaviors of semidefinite programming with a covariance perturbation
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- A central limit theorem and hypotheses testing for risk-averse stochastic programs
- An inexact primal-dual algorithm for semi-infinite programming
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
- A heuristic adaptive fast gradient method in stochastic optimization problems
- Faster randomized block sparse Kaczmarz by averaging
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- A primal-dual algorithm for risk minimization
- Introduction to convex optimization in financial markets
- Dynamic stochastic approximation for multi-stage stochastic optimization
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Stochastic optimization for dynamic pricing
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Accelerated schemes for a class of variational inequalities
- Stochastic block mirror descent methods for nonsmooth and stochastic optimization
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
- Gradient sliding for composite optimization
- Simulation-Based Optimality Tests for Stochastic Programs
- Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- Variance reduction for sequential sampling in stochastic programming
- Robust Stochastic Approximation Approach to Stochastic Programming
- On the convergence of mirror descent beyond stochastic convex programming
- Complexity of stochastic dual dynamic programming
- On Monte-Carlo methods in convex stochastic optimization
- On the efficiency of a randomized mirror descent algorithm in online optimization problems
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- Algorithms for stochastic optimization with function or expectation constraints
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- Analysis of Online Composite Mirror Descent Algorithm
- On the strong concavity of the dual function of an optimization problem
- Level bundle methods for constrained convex optimization with various oracles
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
- Accelerate stochastic subgradient method by leveraging local growth condition
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