Stochastic Quasigradient Methods and their Implications

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2503 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2503 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2503 archive 351 disk0/00/00/24/63 2016-01-15 01:54:46 2021-08-27 17:11:49 2016-01-15 01:54:46 monograph show 2 Ermoliev Y.M. 1445 Gaivoronski A.A. 1003 Stochastic Quasigradient Methods and their Implications pub iis_met prog_ado A number of stochastic quasigradient methods are discussed from the point of view of implementation. The discussion revolves around the interactive package of stochastic optimization routines (STO) recently developed by the Adaptation and Optimization group at IIASA. (This package is based on the stochastic and nondifferentiable optimization package (NDO) developed at the V. Glushkov Institute of Cybernetics in Kiev.) The IIASA implementation is described and its use illustrated by application to three problems which have arisen in various IIASA projects. 1984-07 published WP-84-055 WP-84-055 338 1273 public working_paper IIASA, Laxenburg, Austria 49 FALSE info:eu-repo/semantics/book