Spectral projected gradient method for stochastic optimization

DOI10.1007/s10898-018-0682-6zbMath1417.90109OpenAlexW2811289997WikidataQ129594563 ScholiaQ129594563MaRDI QIDQ670658

Nataša Krklec Jerinkić, Nataša Krejić

Publication date: 18 March 2019

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-018-0682-6

zbMATH Keywords

spectral projected gradientsample average approximationvariable sample sizeconstrained stochastic problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Methods of reduced gradient type (90C52)

Related Items (3)

Subsampled nonmonotone spectral gradient methods ⋮ Spectral projected subgradient method for nonsmooth convex optimization problems ⋮ Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation

Uses Software

• AMLET

Cites Work

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