Pages that link to "Item:Q3731371"
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The following pages link to A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems (Q3731371):
Displaying 15 items.
- An optimal method for stochastic composite optimization (Q431018) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming (Q851872) (← links)
- On convergence of the stochastic subgradient method with on-line stepsize rules (Q1083369) (← links)
- A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems (Q1093531) (← links)
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
- Stochastic quasigradient methods for optimization of discrete event systems (Q1207835) (← links)
- Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
- Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
- Differentiability of the integral over a set defined by inclusion (Q4005333) (← links)
- String-averaging incremental stochastic subgradient algorithms (Q4631774) (← links)
- Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356) (← links)
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization (Q5737735) (← links)
