A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems-Reference-Cited by-同舟云学术

A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems

Published:1986 Issue: Volume: Page:113-131
ISSN:0303-3929
Container-title:Mathematical Programming Studies
language:
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Author:

Ruszczyński Andrzej,Syski Wojciech

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0121128.pdf

Reference18 articles.

1. Yu.M. Ermol’ev, “On a method of generalized stochastic gradients and stochastic quasi-Fejer sequences”, Kibernetika 2 (1969) 73–83 [in Russian]. Cybernetics 5 (1969) 208–220.

2. Yu.M. Ermol’ev, Stochastic programming methods (Nauka, Moscow, 1976, [in Russian].

3. Yu.M. Ermol’ev and N.Z. Shor, “Method of random walk for the two-stage problem of stochastic programming and its generalization”, Kibernetika 1 (1968) 90–92 [in Russian]. Cybernetics 4 (1968) 59–60.

4. A.M. Gupal, Stochastic methods for solving nonsmooth extremal problems (Naukova Dumka, Kiev, 1979) [in Russian].

5. A.M. Gupal and L.T. Bazhenov, “A stochastic analog of the conjugate gradient method”, Kibernetika 1 (1972) 124–126 [in Russian]. Cybernetics 8 (1972) 138–140.

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