Li, Jiaxiang; Balasubramanian, Krishnakumar; Ma, Shiqian Zeroth-order Riemannian averaging stochastic approximation algorithms. (English) Zbl 07930276 SIAM J. Optim. 34, No. 4, 3314-3341 (2024). MSC: 90C56 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zeng, Sihan; Doan, Thinh T.; Romberg, Justin A two-time-scale stochastic optimization framework with applications in control and reinforcement learning. (English) Zbl 1542.90173 SIAM J. Optim. 34, No. 1, 946-976 (2024). MSC: 90C15 90C26 90C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Peng; Zhu, Detong A single timescale stochastic quasi-Newton method for stochastic optimization. (English) Zbl 07804200 Int. J. Comput. Math. 100, No. 12, 2196-2216 (2023). MSC: 49M37 65K05 90C30 90C53 65K10 × Cite Format Result Cite Review PDF Full Text: DOI
Gürbüzbalaban, Mert; Ruszczyński, Andrzej; Zhu, Landi A stochastic subgradient method for distributionally robust non-convex and non-smooth learning. (English) Zbl 1492.90103 J. Optim. Theory Appl. 194, No. 3, 1014-1041 (2022). MSC: 90C15 90C48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Balasubramanian, Krishnakumar; Ghadimi, Saeed; Nguyen, Anthony Stochastic multilevel composition optimization algorithms with level-independent convergence rates. (English) Zbl 1491.90155 SIAM J. Optim. 32, No. 2, 519-544 (2022). MSC: 90C30 90C26 90C15 49M37 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ruszczyński, Andrzej A stochastic subgradient method for nonsmooth nonconvex multilevel composition optimization. (English) Zbl 1470.90096 SIAM J. Control Optim. 59, No. 3, 2301-2320 (2021). MSC: 90C26 49J52 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ruszczyński, Andrzej Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization. (English) Zbl 1459.90168 Optim. Lett. 14, No. 7, 1615-1625 (2020). MSC: 90C26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ghadimi, Saeed; Ruszczyński, Andrzej; Wang, Mengdi A single timescale stochastic approximation method for nested stochastic optimization. (English) Zbl 1441.90106 SIAM J. Optim. 30, No. 1, 960-979 (2020). MSC: 90C15 62L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhou, Shaorui; Zhang, Hui; Shi, Ning; Xu, Zhou; Wang, Fan A new convergent hybrid learning algorithm for two-stage stochastic programs. (English) Zbl 1431.90105 Eur. J. Oper. Res. 283, No. 1, 33-46 (2020). MSC: 90C15 90C39 × Cite Format Result Cite Review PDF Full Text: DOI Link
Davis, Damek; Grimmer, Benjamin Proximally guided stochastic subgradient method for nonsmooth, nonconvex problems. (English) Zbl 1431.65084 SIAM J. Optim. 29, No. 3, 1908-1930 (2019). MSC: 65K05 90C15 90C26 90C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Duchi, John C.; Ruan, Feng Stochastic methods for composite and weakly convex optimization problems. (English) Zbl 06989166 SIAM J. Optim. 28, No. 4, 3229-3259 (2018). MSC: 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lin, Gui-Hua; Luo, Mei-Ju; Zhang, Jin Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints. (English) Zbl 1353.90097 J. Glob. Optim. 66, No. 3, 487-510 (2016). MSC: 90C15 90C30 90C33 65K05 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Huifu; Zhang, Dali Stochastic Nash equilibrium problems: sample average approximation and applications. (English) Zbl 1281.91046 Comput. Optim. Appl. 55, No. 3, 597-645 (2013). Reviewer: Vitaly Pruzhansky (Brussels) MSC: 91A40 91A10 91A80 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fliege, Jörg; Xu, Huifu Stochastic multiobjective optimization: Sample average approximation and applications. (English) Zbl 1263.90048 J. Optim. Theory Appl. 151, No. 1, 135-162 (2011). MSC: 90C15 90C29 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Huifu; Zhang, Dali Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. (English) Zbl 1168.90009 Math. Program. 119, No. 2 (A), 371-401 (2009). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 65K05 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Ruszczyński, Andrzej A merit function approach to the subgradient method with averaging. (English) Zbl 1146.90050 Optim. Methods Softw. 23, No. 1, 161-172 (2008). MSC: 90C25 × Cite Format Result Cite Review PDF Full Text: DOI
Wei, Z.; Qi, L.; Chen, X. An SQP-type method and its application in stochastic programs. (English) Zbl 1030.90142 J. Optimization Theory Appl. 116, No. 1, 205-228 (2003). MSC: 90C55 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Cotsaftis, M.; Robert, J.; Rouff, M.; Vibet, C. Applications and prospect of the nonlinear decoupling method. (English) Zbl 0957.70003 Comput. Methods Appl. Mech. Eng. 154, No. 3-4, 163-178 (1998). Reviewer: Ll.G.Chambers (Bangor) MSC: 70-08 70E60 × Cite Format Result Cite Review PDF Full Text: DOI
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Ermoliev, Yuri M.; Kryazhimskii, Arkadii V.; Ruszczyński, Andrzej Constraint aggregation principle in convex optimization. (English) Zbl 0871.90063 Math. Program. 76, No. 3 (B), 353-372 (1997). MSC: 90C25 49J52 × Cite Format Result Cite Review PDF Full Text: DOI
Breton, Michèle; El Hachem, Saeb Algorithms for the solution of stochastic dynamic minimax problems. (English) Zbl 0844.90059 Comput. Optim. Appl. 4, No. 4, 317-345 (1995). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Higle, Julia L.; Sen, Suvrajeet Finite master programs in regularized stochastic decomposition. (English) Zbl 0828.90097 Math. Program. 67, No. 2 (A), 143-168 (1994). Reviewer: R.Lepp (Tallinn) MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Yakowitz, Diana S. A regularized stochastic decomposition algorithm for two-stage stochastic linear programs. (English) Zbl 0795.90046 Comput. Optim. Appl. 3, No. 1, 59-81 (1994). MSC: 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Au, Kelly T.; Higle, Julia L.; Sen, Suvrajeet Inexact subgradient methods with applications in stochastic programming. (English) Zbl 0807.90089 Math. Program. 63, No. 1 (A), 65-82 (1994). Reviewer: K.Marti (Neubiberg) MSC: 90C15 90-08 × Cite Format Result Cite Review PDF Full Text: DOI