Variance-based extragradient methods with line search for stochastic variational inequalities

AN Iusem, A Jofré, RI Oliveira, P Thompson - SIAM Journal on Optimization, 2019 - SIAM
In this paper, we propose dynamic sampled stochastic approximated (DS-SA) extragradient
methods for stochastic variational inequalities (SVIs) that are robust with respect to an …

Optimized multi-position calibration method with nonlinear scale factor for inertial measurement units

Z Wang, X Cheng, J Fu - Sensors, 2019 - mdpi.com
Navigation grade inertial measurement units (IMUs) should be calibrated after Inertial
Navigation Systems (INSs) are assembled and be re-calibrated after certain periods of time …

[HTML][HTML] On the accuracy of the Complex-Step-Finite-Difference method

R Abreu, Z Su, J Kamm, J Gao - Journal of Computational and Applied …, 2018 - Elsevier
Abstract The Complex-Step-Finite-Difference method (CSFDM) is a very simple
methodology that can be implemented in well known numerical techniques helping to …

Improved variance reduction extragradient method with line search for stochastic variational inequalities

T Li, X Cai, Y Song, Y Ma - Journal of Global Optimization, 2023 - Springer
In this paper, we investigate the numerical methods for solving stochastic variational
inequalities. Using line search scheme, we propose an improved variance based stochastic …

[HTML][HTML] Complex-step derivative approximation in noisy environment

F Nikolovski, I Stojkovska - Journal of Computational and Applied …, 2018 - Elsevier
The complex-step derivative approximation is a powerful method for derivative
approximations which has been successfully implemented in deterministic numerical …

Improved SPSA using complex variables with applications in optimal control problems

L Wang, JC Spall - 2021 American Control Conference (ACC), 2021 - ieeexplore.ieee.org
Consider minimizing a general objective function when only the noisy function
measurements are available. Such a problem has a broad range of applications in practice …

[PDF][PDF] Advances in System Identification and Stochastic Optimization

L Wang - 2021 - jscholarship.library.jhu.edu
This work studies the framework of systems with subsystems, which has numerous practical
applications, including system reliability estimation, sensor networks, and object detection …

A pattern search bound constrained optimization method with a nonmonotone line search strategy

JA Frau, EA Pilotta - arXiv preprint arXiv:1806.08418, 2018 - arxiv.org
A new pattern search method for bound constrained optimization is introduced. The
proposed algorithm employs the coordinate directions, in a suitable way, with a …

Model za ocenu kvaliteta i strategije unapređenja visokoškolskih institucija iz tehničko-tehnološkog polja

Z Lazić - Универзитет у Крагујевцу, 2021 - nardus.mpn.gov.rs
Apstrakt: Tokom prethodnih decenija, kvalitet visokog obrazovanja i visokoškolskih
institucija je u centru interesovanja celokupnog društva, domaćeg i inostranog. Kvalitet u …

Modifications of Stochastic Approximation Algorithm Based on Adaptive Step Sizes

M Kresoja - 2017 - search.proquest.com
The problem under consideration is an unconstrained minimization problem in noisy
environment. The common approach for solving the problem is Stochastic Approximation …