Variable-sample methods for stochastic optimization
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Cited in
(45)- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- Boosted sampling
- Single Observation Adaptive Search for Continuous Simulation Optimization
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Convergence rate of a simulated annealing algorithm with noisy observations
- Adaptive sampling line search for local stochastic optimization with integer variables
- A simulation optimization approach for a two-echelon inventory system with service level constraints
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- scientific article; zbMATH DE number 1959636 (Why is no real title available?)
- Large Sample Mean-Field Stochastic Optimization
- Spectral projected subgradient method for nonsmooth convex optimization problems
- Risk and complexity in scenario optimization
- An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
- Estimation of the necessary sample size for approximation of stochastic optimization problems with probabilistic criteria
- Line search methods with variable sample size for unconstrained optimization
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
- Nonmonotone line search methods with variable sample size
- Scenario MIN-MAX optimization and the risk of empirical costs
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Variable sample size method for equality constrained optimization problems
- Inexact restoration approach for minimization with inexact evaluation of the objective function
- Variable-number sample-path optimization
- The effect of few historical data on the performance of sample average approximation method for operating room scheduling
- On sampling rates in simulation-based recursions
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
- Alternative sampling strategy for a random optimization algorithm
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
- On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors
- Spectral projected gradient method for stochastic optimization
- Moving towards an optimal sample using VNS algorithm
- Stratified filtered sampling in stochastic optimization
- On modification of population-based search algorithms for convergence in stochastic combinatorial optimization
- AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems
- Adaptive sampling strategies for stochastic optimization
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Adaptive sample size and importance sampling in estimation-based local search for the probabilistic traveling salesman problem
- Iteratively sampling scheme for stochastic optimization with variable number sample path
- Variance reduction in sample approximations of stochastic programs
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- On sample size control in sample average approximations for solving smooth stochastic programs
- Monte Carlo methods for discrete stochastic optimization
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