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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… 
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Related topics

Related topics

48 relations
AIMMSCMA-ESConstructive cooperative coevolutionCross-entropy method

Broader (1)

Estimation theory

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2016
Highly Cited
2016
Second Order Stochastic Optimization in Linear Time
Stochastic optimization and, in particular, first-order stochastic methods are a cornerstone of modern machine learning due to… 
Highly Cited
2013
Highly Cited
2013
Unit Tests for Stochastic Optimization
Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide… 
Highly Cited
2012
Highly Cited
2012
Stochastic optimization for PCA and PLS
We study PCA, PLS, and CCA as stochastic optimization problems, of optimizing a population objective based on a sample. We… 
Highly Cited
2012
Highly Cited
2012
Price of Correlations in Stochastic Optimization
When decisions are made in the presence of high-dimensional stochastic data, handling joint distribution of correlated random… 
Highly Cited
2010
Highly Cited
2010
Eagle Strategy Using Lévy Walk and Firefly Algorithms for Stochastic Optimization
Most global optimization problems are nonlinear and thus difficult to solve, and they become even more challenging when… 
Highly Cited
2009
Highly Cited
2009
A Stochastic Optimization Approach to Rating of Energy Storage Systems in Wind-Diesel Isolated Grids
Wind-diesel systems represent a proactive step towards sustainable remote communities. However, for high ratios of wind energy… 
Highly Cited
2007
Highly Cited
2007
Robust Mean-Covariance Solutions for Stochastic Optimization
We provide a method for deriving robust solutions to certain stochastic optimization problems, based on mean-covariance… 
Highly Cited
2005
Highly Cited
2005
A stochastic optimization approach to mine truck allocation
Abstract In the mining industry, truck assignment is an important and complex process and an optimal truck allocation can result… 
Highly Cited
2004
Highly Cited
2004
Stochastic optimization in continuous time
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics… 
Highly Cited
1995
Highly Cited
1995
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
A novel parallel decomposition algorithm is developed for large, multistage stochastic optimization problems. The method… 
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