Fetching the paper…
Reading the bibliography…
We consider unconstrained optimization problems where only "stochastic" estimates of the objective function are observable as replicates from a Monte Carlo oracle.
A Stochastic Approximation Method
H. Robbins and S. Monro · 1951
Earlier work this paper cites.
Stochastic Estimation of the Maximum of a Regression Function
J. Kiefer and J. Wolfowitz · 1952
Earlier work this paper cites.
Approximation methods which converge with probability one
J. Blum · 1954
Earlier work this paper cites.
On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
T. S. Chow and H. Robbins · 1965
Earlier work this paper cites.
Iterative Solution of Nonlinear Equations in Several Variables
J. M. Ortega and W. C. Rheinboldt · 1970
Earlier work this paper cites.
Sequential Point Estimation of the Mean When the Distribution is Unspecified
M. Ghosh and N. Mukhopadhyay · 1979
Earlier work this paper cites.
Acceleration of Stochastic Approximation by Averaging
B. T. Polyak and A. B. Juditsky · 1992
Earlier work this paper cites.
Probability and Measure
P. Billingsley · 1995
Earlier work this paper cites.
Sequential Estimation
M. Ghosh, N. Mukhopadhyay, and P. K. Sen · 1997
Earlier work this paper cites.
Monte Carlo Bounding Techniques for Determining Solution Quality in Stochastic Programs
W. K. Mak, D. P. Morton, and R. K. Wood · 1999
Earlier work this paper cites.
Interpolation of Spatial Data: Some Theory for Kriging
M. L. Stein · 1999
Earlier work this paper cites.
Adaptive Stochastic Approximation by the Simultaneous Perturbation Method
J. C. Spall · 2000
Earlier work this paper cites.
UOBYQA: Unconstrained Optimization by Quadratic Approximation
M. J. D. Powell · 2002
Earlier work this paper cites.
Stochastic Approximation and Recursive Algorithms and Applications
H. J. Kushner and G. G. Yin · 2003
Earlier work this paper cites.
Stochastic Programming. Handbook in Operations Research and Management Science
A. Ruszczynski and A. Shapiro, editors · 2003
Earlier work this paper cites.
Introduction to Stochastic Search and Optimization
J. C. Spall · 2003
Earlier work this paper cites.
Convergence Theory for Nonconvex Stochastic Programming with an Application to Mixed Logit
F. Bastin, C. Cirillo, and P. L. Toint · 2006
Earlier work this paper cites.
An Adaptive Monte Carlo Algorithm for Computing Mixed Logit Estimators
F. Bastin, C. Cirillo, and Ph. L. Toint · 2006
Earlier work this paper cites.
Nonlinear Programming: Theory and Algorithms
M. S. Bazaara, H. Sherali, and C. M. Shetty · 2006
Earlier work this paper cites.
Adaptation of the UOBYQA Algorithm for Noisy Functions
G. Deng and M. C. Ferris · 2006
Cited alongside, same era.
volume 13 of Handbooks in Operations Research and Management Science: Simulation
S. G. Henderson and B. L. Nelson, editors · 2006
Cited alongside, same era.
Numerical Optimization
J. Nocedal and S. J. Wright · 2006
Cited alongside, same era.
A Testbed of Simulation-Optimization Problems
R. Pasupathy and S. G. Henderson · 2006
Cited alongside, same era.
Stochastic Simulation: Algorithms and Analysis
S. Asmussen and P. W. Glynn · 2007
Cited alongside, same era.
Assessing Solution Quality in Stochastic Programs
G. Bayraksan and D. P. Morton · 2007
Cited alongside, same era.
SimOpt: A Library of Simulation Optimization Problems
R. Pasupathy and S. G. Henderson · 2011
Later among the works it cites.
Optimal Budget Allocation for Sample Average Approximation
J. Royset and R. Szechtman · 2011
Later among the works it cites.
Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
G. Bayraksan and P. Pierre-Louis · 2012
Later among the works it cites.
Derivative-Free Optimization of Noisy Functions
Jeffrey M. Larson · 2012
Later among the works it cites.
On Stochastic Gradient and Subgradient Methods with Adaptive Step Length Sequences
F. Yousefian, A Nedić, U. V., and Shanbhag · 2012
Later among the works it cites.
Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
O. Alagoz, A. J. Schaefer, and M. S. Roberts · 2009
Cited alongside, same era.
An Adaptive Multidimensional Version of the Kiefer-Wolfowitz Stochastic Approximation Algorithm
M. Broadie, D. M. Cicek, and A. Zeevi · 2009
Cited alongside, same era.
Global Convergence of General Derivative-Free trust-Region Algorithms to First-and Second-Order Critical Points
A. R. Conn, K. Scheinberg, and L. N. Vicente · 2009
Cited alongside, same era.
Introduction to Derivative-Free Optimization
A. R. Conn, K. Scheinberg, and L. N. Vicente · 2009
Cited alongside, same era.
Variable-Number Sample-Path Optimization
G. Deng and M. C. Ferris · 2009
Cited alongside, same era.
A Surrogate Model for Traffic Optimization of Congested Networks: an Analytic Queueing Network Approach
C. Osorio and M. Bierlaire · 2009
Cited alongside, same era.
S. C. Billups, J. Larson, and P. Graf · 2013
Later among the works it cites.
Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
S. C. Billups, J. Larson, and P. Graf · 2013
Later among the works it cites.
Stochastic Trust-Region Response-Surface Method (STRONG) - a New Response-Surface Framework for Simulation Optimization
K. Chang, L. J. Hong, and H. Wan · 2013
Later among the works it cites.
A Simulation Optimization Approach to Epidemic Forecasting
E. O. Nsoesie, R. J. Beckman, S. Shashaani, K. S. Nagaraj, and M. V. Marathe · 2013
Later among the works it cites.
Simulation Optimization: A Concise Overview and Implementation Guide
R. Pasupathy and S. Ghosh · 2013
Later among the works it cites.
Algorithm XXX: QNSTOP Ñ Quasi Newton Algorithm for Stochastic Optimization
B. D. Amos, D. R. Easterling, L. T. Watson, W. I. Thacker, B. S. Castle, and M. W. Trosset · 2014
Later among the works it cites.
Convergence of Trust-Region Methods Based on Probabilistic Models
A. S. Bandeira, K. Scheinberg, and L. N. Vicente · 2014
Later among the works it cites.
On Adaptive Sampling Rules for Stochastic Recursions
F. S. Hashemi, S. Ghosh, and R. Pasupathy · 2014
Later among the works it cites.
Applied Optimization Methods for Wireless Networks
Y. T. Hou, Y. Shi, and H. D. Sherali · 2014
Later among the works it cites.
A Guide to SAA
S. Kim, R. Pasupathy, and S. G. Henderson · 2014
Later among the works it cites.
Stochastic Derivative-Free Optimization Using a Trust-Region Framework
J. Larson and S. C. Billups · 2014
Later among the works it cites.
How Much to Sample in Simulation-Based Stochastic Recursions?
R. Pasupathy, P. W. Glynn, S. G. Ghosh, and F. S. Hashemi · 2014
Later among the works it cites.
Stochastic Optimization Using a Trust-Region Method and Random Models, 2015
R. Chen, M. Menickelly, and K. Scheinberg · 2015
Later among the works it cites.
Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the Non-Smooth Case
R. Garmanjani, D. Júdice, and L. N. Vicente · 2015
Later among the works it cites.