Browsing by Subject "Variance reduction"
Now showing items 1-3 of 3
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(Elsevier Ltd, 2018)Traditional practice in mine planning often relies on estimation techniques that fail to account for the intrinsicuncertainty of geology and grades, which may have significant consequences in the mine operation. Dealing ...
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(SIAM Publications, 2017)We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudomonotonicity. We provide convergence and complexity analysis, allowing for an unbounded ...
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(Springer Verlag, 2019)© 2018, Springer-Verlag GmbH Germany, part of Springer Nature and Mathematical Optimization Society. We propose dynamic sampled stochastic approximation (SA) methods for stochastic optimization with a heavy-tailed distribution ...