A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (Q4995000): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.10669
@@ Property / arXiv ID: 2001.10669 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Approximations and Differential Inclusions
+Normal rank
@@ Property / cites work @@
+Stochastic Approximations and Differential Inclusions, Part II: Applications
+Normal rank
@@ Property / cites work @@
+Clarke Subgradients of Stratifiable Functions
@@ Property / cites work: Clarke Subgradients of Stratifiable Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3527701
@@ Property / cites work: Q3527701 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4765147
@@ Property / cites work: Q4765147 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Gradients and Applications
@@ Property / cites work: Generalized Gradients and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized gradients of Lipschitz functionals
@@ Property / cites work: Generalized gradients of Lipschitz functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Model-Based Minimization of Weakly Convex Functions
+Normal rank
@@ Property / cites work @@
+Stochastic subgradient method converges on tame functions
+Normal rank
@@ Property / cites work @@
+Statistical estimation of composite risk functionals and risk optimization problems
+Normal rank
@@ Property / cites work @@
+Curves of Descent
@@ Property / cites work: Curves of Descent / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Methods for Composite and Weakly Convex Optimization Problems
+Normal rank
@@ Property / cites work @@
+Q5611351
@@ Property / cites work: Q5611351 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample Average Approximation Method for Compound Stochastic Optimization Problems
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
+Normal rank
@@ Property / cites work @@
+A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
+Normal rank
@@ Property / cites work @@
+Q4421713
@@ Property / cites work: Q4421713 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic approximation methods for constrained and unconstrained systems
+Normal rank
@@ Property / cites work @@
+Analysis of recursive stochastic algorithms
@@ Property / cites work: Analysis of recursive stochastic algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Semismooth and Semiconvex Functions in Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Q3775322
@@ Property / cites work: Q3775322 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3899415
@@ Property / cites work: Q3899415 / rank @@
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+On consistency of stochastic dominance and mean-semideviation models
+Normal rank
@@ Property / cites work @@
+Q3701202
@@ Property / cites work: Q3701202 / rank @@
+Normal rank
@@ Property / cites work @@
+A Linearization Method for Nonsmooth Stochastic Programming Problems
+Normal rank
@@ Property / cites work @@
+Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
+Normal rank
@@ Property / cites work @@
+Accelerating Stochastic Composition Optimization
@@ Property / cites work: Accelerating Stochastic Composition Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Stochastic Gradient Methods for Nested Composition Optimization
+Normal rank
@@ Property / OpenAlex ID @@
+W3174976469
@@ Property / OpenAlex ID: W3174976469 / rank @@
+Normal rank