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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Stochastic approximation methods for nonconvex constrained optimization
非凸 约束优化 随机逼近方法
2023/4/14
Nonconvex constrained optimization (NCO) has been one of the important research fields in optimization community. It has widely appeared in many application fields. However, challenges for solving NCO...
Trajectory averaging for stochastic approximation MCMC algorithms
Trajectory averaging MCMC algorithms
2010/11/18
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area...
STOCHASTIC APPROXIMATION IN REAL TIME:A PIPE LINE APPROACH
STOCHASTIC APPROXIMATION IN REAL TIME:A PIPE LINE APPROACH
2007/12/10
A new approach for stochastic approximation in real time is developed. A number of processors are simultaneously active to carry out a computing task. All processors work on the same system with diffe...