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Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation
5 references·7 citing·25 second hop
Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation (1997)Constrained optimization via stochastic a…Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Implementation of the simulta…Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Stochastic Optimization by Si…Stochastic Approximation and Optimization of Random Systems (1992)Stochastic Approximation and …Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates (1987)A Stochastic Approximation Te…An Overview of Stochastic Approximation (2014)An Overview of Stochastic App…Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions (2008)Stochastic optimisation with …Stochastic optimization with inequality constraints using simultaneous perturbations and penalty functions (2004)Stochastic optimization with …Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization (2003)Convergence of simultaneous p…Adaptive stochastic approximation by the simultaneous perturbation method (2002)Adaptive stochastic approxima…Stochastic Optimization, Stochastic Approximation and Simulated Annealing (1999)Stochastic Optimization, Stoc…Stochastic optimization and the simultaneous perturbation method (1999)Stochastic optimization and t…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)A Stochastic Approximation Method (1951)Advances in origin-destination trip table estimation for transportation planning and traffic simulation (2008)Multidimensional Stochastic Approximation Methods (1954)Accelerated Stochastic Approximation (1958)Comparative study of stochastic algorithms for system optimization based on gradient approximations (1997)Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation (1998)Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers (1999)Applied Probability and Queues (1987)Stochastic Modeling and the Theory of Queues (1989)On the Convergence Rates of IPA and FDC Derivative Estimators (1994)Simulation optimization using metamodels (2009)Stochastic Gradient Estimation (2014)An Overview of the Simultaneous Perturbation Method for Efficient Optimization (1998)Stochastic Approximation Algorithms and Applications (1998)Discrete simultaneous perturbation stochastic approximation on loss function with noisy measurements (2011)A review of simulation optimization techniques (2002)Stochastic approximation: invited paper (2003)Stochastic Trust-Region Response-Surface Method (STRONG)—A New Response-Surface Framework for Simulation Optimization (2012)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Simulation optimization: a review of algorithms and applications (2015)Adaptive stochastic approximation by the simultaneous perturbation method (2000)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)Response surface methodology revisited (2003)
this work references cited by second hop

References

  • 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
  • 1998Implementation of the simultaneous perturbation algorithm for stochastic optimization797 cited
  • 1992Stochastic Approximation and Optimization of Random Systems228 cited
  • 1987A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates160 cited
  • 1994Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State100 cited

Cited by

  • 2003Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization68 cited
  • 1999Stochastic Optimization, Stochastic Approximation and Simulated Annealing46 cited
  • 2008Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions40 cited
  • 1999Stochastic optimization and the simultaneous perturbation method40 cited
  • 2004Stochastic optimization with inequality constraints using simultaneous perturbations and penalty functions39 cited
  • 2014An Overview of Stochastic Approximation35 cited
  • 2002Adaptive stochastic approximation by the simultaneous perturbation method35 cited

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