Browsing Publikasjoner fra CRIStin - SINTEF AS by Journals "IMA Journal of Numerical Analysis"
Now showing items 1-1 of 1
-
Adaptive sampling strategies for risk-averse stochastic optimization with constraints
(Peer reviewed; Journal article, 2023)We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method, where the sample size used to approximate ...