A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (Q4995000)

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scientific article; zbMATH DE number 7362118
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A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
scientific article; zbMATH DE number 7362118

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    A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (English)
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    22 June 2021
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    stochastic composition optimization
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    nonsmooth optimization
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    stochastic approximation
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    risk-averse optimization
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    stochastic variational inequality
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