Posts Tagged “stochastic-optimization”

Mixed Procedures For Stochastic Optimization - WODES 2016

This is part of ongoing work with Professor Felisa Vázquez-Abad of Hunter College. This is the preliminary draft submitted for the WODES 2016 conference. The particularly tricky bit this time around was our decision to use a less trivial example scenario: instead of just a deterministic function plus a normally distributed noise term, we chose to construct a more complicated stochastic function. Crucially, since we wanted to speak to the usefulness of gradient estimation, we wanted a function where IPA derivative estimation could be used.

Mixed Procedures For Stochastic Optimization

This is a significant generalization of my earlier stochastic optimization efforts. I presented as an author at the INFORMS 2015 Annual Conference in Philadelphia.

Stochastic Optimization

Research done through Felisa Vazquez-Abad at Hunter College on stochastic optimization algorithms to solve a particular transit problem. Based off work presented at the INFORMS 2013 Winter Simulation Conference.