RTGDiscrete stochastic optimization with continuous auxiliary variables Rodolphe Le Riche* (speaker), Alexis Lasseigne**, François-Xavier Irisarri** * CNRS LIMOS and Ecole des Mines de St-Etienne, France ** ONERA

Source URL: grk1855.tu-dortmund.de

• Mathematical optimization
• Statistics
• Mathematical analysis
• Numerical analysis
• Stochastic optimization
• Estimation theory
• Probability theory
• Simulated annealing
• Loss function
• Bayesian optimization
• Global optimization

Probabilistic Line Searches for Stochastic Optimization Maren Mahsereci and Philipp Hennig Max Planck Institute for Intelligent Systems Spemannstraße 38, 72076 T¨ubingen, Germany

Source URL: papers.nips.cc

Accelerating Stochastic Optimization Shai Shalev-Shwartz School of CS and Engineering, The Hebrew University of Jerusalem and Mobileye

Source URL: www.cs.tau.ac.il

Production technologies in stochastic continuous time models

Source URL: www.waelde.com

• Equations
• Economics
• Mathematical optimization
• Operations research
• Dynamic programming
• Stochastic calculus
• Mathematical analysis
• Bellman equation
• Differential equation
• Economic model
• Stochastic differential equation
• SolowSwan model

Weimar Optimization and Stochastic Days

Source URL: www.dynardo.de

Stochastic Variance Reduction for Nonconvex Optimization Sashank J. Reddi Machine Learning Department, School of Computer Science, Carnegie Mellon University SJAKKAMR @ CS . CMU . EDU

Source URL: suvrit.de

A Stochastic Quasi-Newton Method for Online Convex Optimization∗ Nicol N. Schraudolph Jin Yu

Source URL: nic.schraudolph.org

JMLR: Workshop and Conference Proceedings vol 40:1–25, 2015 Contextual Dueling Bandits Miroslav Dud´ık MDUDIK @ MICROSOFT. COM

Source URL: jmlr.org

• Mathematical analysis
• Mathematics
• Analysis
• Machine learning
• Multi-armed bandit
• Stochastic optimization
• Prime-counting function
• Matrix
• Pi
• Algorithm

A Multiple Objective View on Robust Optimization and Stochastic Programming Kathrin Klamroth Department of Mathematics and Natural Sciences University of Wuppertal, Germany Many real world optimization problems are conta

Source URL: grk1855.tu-dortmund.de

• Mathematical optimization
• Operations research
• Mathematical analysis
• Software
• Numerical analysis
• Stochastic programming
• Robust optimization
• Stochastic
• Stochastic optimization
• Extended Mathematical Programming

Stochastic Optimization of Floating-Point Programs with Tunable Precision Eric Schkufza Rahul Sharma

Source URL: raw.githubusercontent.com