Keyword: gradient methods

Found 68 papers in total
A scaled stochastic approximation algorithm
A scaled stochastic approximation algorithm
1996,
Consider a stochastic system of such complexity that its performance can only be...
A search game with traveling cost on a tree
A search game with traveling cost on a tree
1995,
There is a rooted tree. A person selects a vertex except the root, hides in it and...
Stochastic optimization by simulation: Numerical experiments with the M/M/1 queue in steady-state
Stochastic optimization by simulation: Numerical experiments with the M/M/1 queue in steady-state
1994,
This paper gives numerical illustrations of the behavior of stochastic approximation,...
Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
1994,
Approaches like finite differences with common random numbers, infinitesimal...
Stable barrier-projection and barrier-Newton methods in linear programming
Stable barrier-projection and barrier-Newton methods in linear programming
1994,
The present paper is devoted to the application of the space transformation techniques...
Monotonic influence diagrams: Foundations and application to optimal design
Monotonic influence diagrams: Foundations and application to optimal design
1993,
Monotonic influence diagrams (MID) are proposed for qualitative and mathematical...
Monotonic influence diagrams: Extension to stochastic programming and application to probabilistic design
Monotonic influence diagrams: Extension to stochastic programming and application to probabilistic design
1993,
In this paper the theory of monotonic influence diagrams is extended to deal with...
A meta-optimization problem for global optimization and its solution by the Genetic Algorithm
A meta-optimization problem for global optimization and its solution by the Genetic Algorithm
1992,
This paper describes the application of the Genetic Algorithm for finding the best...
Computing forward difference derivatives in engineering optimization
Computing forward difference derivatives in engineering optimization
1992,
This paper presents experimental comparisons of several methods for approximating...
Approximating Newton-like procedures
Approximating Newton-like procedures
1992,
The paper provides sufficient conditions for the convergence of general iterative...
A variant of the Penalty Lagrangean Method under linear constraints
A variant of the Penalty Lagrangean Method under linear constraints
1988,
An adaptation of the variant of the Penalty Lagrangean method of...
A successive quadratic programming method for a class of constrained nonsmooth optimization problems
A successive quadratic programming method for a class of constrained nonsmooth optimization problems
1990,
This paper presents an algorithm for solving nonlinear programming problems where the...
Quasidifferentials and maximal normal operators
Quasidifferentials and maximal normal operators
1990,
Quasidifferentials are studied with the theory of maximal normal operators. The...
Variable target value subgradient method
Variable target value subgradient method
1991,
Polyak’s subgradient algorithm for nondifferentiable optimization problems...
Hill-climbing, simulated annealing and the Steiner problem in graphs
Hill-climbing, simulated annealing and the Steiner problem in graphs
1991,
This paper considers the use of local optimization or improvement heuristics on the...
Application of Khobotov’s algorithm to variational inequalities and network equilibrium problems
Application of Khobotov’s algorithm to variational inequalities and network equilibrium problems
1991,
This paper proposes a primal-dual implementation of Khobotov’s algorithm for...
Dynamic costs and revenues analysis: A new tool for the strategic production management
Dynamic costs and revenues analysis: A new tool for the strategic production management
1990,
The execution of a project and/or the production of small lots of goods present some...
On-line optimization of simulated Markovian processes
On-line optimization of simulated Markovian processes
1990,
Let { Z n } be a Markovian process, the transition of which depends on a control...
Upper bounds on the expected value of a convex function using gradient and conjugate function information
Upper bounds on the expected value of a convex function using gradient and conjugate function information
1989,
New upper bounds are given for the expected value of a convex function. The bounds...
Stability of neural networks and convergence of their sensitivity computation algorithms
Stability of neural networks and convergence of their sensitivity computation algorithms
1989,
Asymptotic stability of equilibrium states and convergence properties of some...
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