Pages that link to "Item:Q1315432"
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The following pages link to Inexact subgradient methods with applications in stochastic programming (Q1315432):
Displaying 15 items.
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
- On convergence of the stochastic subgradient method with on-line stepsize rules (Q1083369) (← links)
- Convergence analysis of some methods for minimizing a nonsmooth convex function (Q1265007) (← links)
- The stochastic method of generalized Clarke gradients for solving two- stage problems of stochastic programming with coupled variables (Q1323938) (← links)
- An SQP-type method and its application in stochastic programs (Q1411396) (← links)
- An algorithm for approximating piecewise linear concave functions from sample gradients (Q1870009) (← links)
- A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
- Epsilon-projection method for two-stage SLP (Q2811602) (← links)
- The Adaptive Projected Subgradient Method over the Fixed Point Set of Strongly Attracting Nonexpansive Mappings (Q3422786) (← links)
- (Q3485520) (← links)
- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems (Q3731371) (← links)
- On the approximation of generalized stochastic gradients of stochastic regular functions (Q3980130) (← links)
- Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption (Q4979399) (← links)
- A Markovian Incremental Stochastic Subgradient Algorithm (Q6137490) (← links)