Variable-number sample-path optimization
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- scientific article; zbMATH DE number 3357742 (Why is no real title available?)
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Cited in
(22)- Iteratively sampling scheme for stochastic optimization with variable number sample path
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Optimization of stochastic blackboxes with adaptive precision
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- Inexact restoration with subsampled trust-region methods for finite-sum minimization
- On sample size control in sample average approximations for solving smooth stochastic programs
- Surrogate-based promising area search for Lipschitz continuous simulation optimization
- Optimization with hidden constraints and embedded Monte Carlo computations
- Stochastic optimization using a trust-region method and random models
- Derivative-free optimization methods
- Improving the flexibility and robustness of model-based derivative-free optimization solvers
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Sample size selection in optimization methods for machine learning
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization
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- Variable sample size method for equality constrained optimization problems
- Nonmonotone line search methods with variable sample size
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
- Moving towards an optimal sample using VNS algorithm
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
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