Stochastic optimization

Known as: Stochastic optimisation, Stochastic search 
Stochastic optimization (SO) methods are optimization methods that generate and use random variables. For stochastic problems, the random variables… (More)
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AIMMSCMA-ESConstructive cooperative coevolutionCross-entropy method
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Estimation theory

Papers overview

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Highly Cited
2015
Highly Cited
2015
Adam: A Method for Stochastic Optimization
We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive… (More)
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Highly Cited
2011
Highly Cited
2011
Distributed delayed stochastic optimization
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient… (More)
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Highly Cited
2011
Highly Cited
2011
Distributed Asynchronous Constrained Stochastic Optimization
In this paper, we study two problems which often occur in various applications arising in wireless sensor networks. These are the… (More)
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Highly Cited
2011
Highly Cited
2011
STOMP: Stochastic trajectory optimization for motion planning
We present a new approach to motion planning using a stochastic trajectory optimization framework. The approach relies on… (More)
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Highly Cited
2010
Highly Cited
2010
Adaptive Subgradient Methods for Online Learning and Stochastic Optimization
We present a new family of subgradient methods that dynamica lly incorporate knowledge of the geometry of the data observed in… (More)
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Highly Cited
2009
Highly Cited
2009
Robust Stochastic Approximation Approach to Stochastic Programming
In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic… (More)
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Highly Cited
2004
Highly Cited
2004
Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control
Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation… (More)
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Highly Cited
2004
Highly Cited
2004
A Cooperative approach to particle swarm optimization
The particle swarm optimizer (PSO) is a stochastic, population-based optimization technique that can be applied to a wide range… (More)
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Highly Cited
1996
Highly Cited
1996
Ant system: optimization by a colony of cooperating agents
An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant… (More)
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Highly Cited
1991
Highly Cited
1991
Multi-stage stochastic optimization applied to energy planning
This paper presents a methodology for the solution of multistage stochastic optimization problems, based on the approximation of… (More)
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