A stochastic quasi-gradient method of solving optimization problems in Hilbert space

DOI10.1016/0041-5553(84)90077-6MaRDI QIDQ5187081zbMATH OpenOpenAlexFDO

Authors N. M. Novikova

Publication date 1984

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(84)90077-6

zbMATH Keywords

minimax problemsoptimization problems in Hilbert spacestochastic quasigradient method

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Stochastic programming (90C15) Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52)

Cited in

(5)

• Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
• A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)
• A gradient-like method for quasidifferentiable optimization
• scientific article; zbMATH DE number 4118164 (Why is no real title available?)
• \texttt{TRIQS/SOM}: implementation of the stochastic optimization method for analytic continuation

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