Adaptive Variable Sample Size Strategies

IPAS: An Adaptive Sample Size Method for Weighted Finite Sum Problems with Linear Equality Constraints

Published: 2025/04/28

sanja@dmi.uns.ac.rs

Constrained Nonlinear Optimization, Stochastic Programming Adaptive Variable Sample Size Strategies, Additional sampling, constrained optimization, nonmonotone line search, Projected Gradient Methods, sample average approximation

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic optimization method is proposed. The method belongs to the class of variable sample size first order methods, … Read more

AN-SPS: Adaptive Sample Size Nonmonotone Line Search Spectral Projected Subgradient Method for Convex Constrained Optimization Problems

Published: 2022/09/02, Updated: 2023/10/18

Nataša Krklec Jerinkić

Tijana Ostojić

Convex Optimization, Nonsmooth Optimization Adaptive Variable Sample Size Strategies, non-monotone line search, nonsmooth optimization, sample average approximation, spectral projected gradient

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