Pages that link to "Item:Q3648521"
From MaRDI portal
The following pages link to Robust Stochastic Approximation Approach to Stochastic Programming (Q3648521):
Displaying 50 items.
- A stochastic quasi-Newton method for large-scale optimization (Q121136) (← links)
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
- Stochastic forward-backward splitting for monotone inclusions (Q289110) (← links)
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
- Nonparametric stochastic approximation with large step-sizes (Q309706) (← links)
- Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
- Risk-balanced dimensioning and pricing of end-to-end differentiated services (Q323391) (← links)
- Subgradient method for nonconvex nonsmooth optimization (Q353174) (← links)
- Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- On stochastic gradient and subgradient methods with adaptive steplength sequences (Q445032) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- Saddle point mirror descent algorithm for the robust PageRank problem (Q505294) (← links)
- A simultaneous perturbation stochastic approximation algorithm for coupled well placement and control optimization under geologic uncertainty (Q509805) (← links)
- Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex (Q510299) (← links)
- Minimizing finite sums with the stochastic average gradient (Q517295) (← links)
- A continuous-time approach to online optimization (Q520967) (← links)
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
- Randomized algorithm to determine the eigenvector of a stochastic matrix with application to the PageRank problem (Q544781) (← links)
- Approximation accuracy, gradient methods, and error bound for structured convex optimization (Q607498) (← links)
- Bayesian inference with optimal maps (Q695159) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Robust inversion, dimensionality reduction, and randomized sampling (Q715245) (← links)
- SOCP based variance free Dantzig selector with application to robust estimation (Q715639) (← links)
- Stochastic intermediate gradient method for convex problems with stochastic inexact oracle (Q727222) (← links)
- Stochastic heavy-ball method for constrained stochastic optimization problems (Q778161) (← links)
- A deep learning algorithm for high-dimensional exploratory item factor analysis (Q823855) (← links)
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems (Q825333) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- A mirror descent algorithm for minimization of mean Poisson flow driven losses (Q891204) (← links)
- Improved results on the robustness of stochastic approximation algorithms (Q1210230) (← links)
- Solving stochastic programming problems via Kalman filter and affine scaling (Q1388843) (← links)
- Stochastic accelerated alternating direction method of multipliers with importance sampling (Q1626518) (← links)
- Optimal distributed stochastic mirror descent for strongly convex optimization (Q1640744) (← links)
- Distributed resource allocation over random networks based on stochastic approximation (Q1643399) (← links)
- Stochastic optimization using a trust-region method and random models (Q1646570) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- Stochastic mirror descent method for distributed multi-agent optimization (Q1670526) (← links)
- Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) (← links)
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes (Q1711086) (← links)
- Learning in games with continuous action sets and unknown payoff functions (Q1717237) (← links)
- Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems (Q1719328) (← links)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
