Semi-srochastic approximation by the response surface methodology (RMS)

DOI10.1080/02331939208843820zbMath0812.62088OpenAlexW2039331067MaRDI QIDQ4327943

Kurt Marti

Publication date: 14 May 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843820

zbMATH Keywords

minimizationconvex domainregressionstochastic gradient methodsconvergence behaviormean value functionfirst or second order polynomial response surface modelhybride procedure

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (2)

Solving stochastic structural optimization problems by RSM-based stochastic approximation methods -- gradient estimation in case of intermediate variables ⋮ Inexakte stochastische Gradientenverfahren

Cites Work

• Stochastic optimization problems with nondifferentiable cost functionals
• Structural optimization by multilevel decomposition
• Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
• Optimal step sizes in semi-stochastic approximation procedures. I
• A differentiation formula for integrals overseas given by inclusion
• Stochastic Approximation of Minima with Improved Asymptotic Speed
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