Hilbert-Valued Perturbed Subgradient Algorithms

DOI10.1287/MOOR.1070.0253MaRDI QIDQ5388046zbMATH OpenOpenAlexFDO

Authors Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1070.0253

zbMATH Keywords

infinite dimensional problemsnonsmooth optimizationperturbed subgradientstochastic quasigradient

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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Cited in

(23)

• A stochastic gradient type algorithm for closed-loop problems
• A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
• Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
• Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models
• Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in Hilbert spaces
• Almost sure convergence of the forward-backward-forward splitting algorithm
• A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions
• Stochastic forward-backward splitting for monotone inclusions
• Application of kernel-based stochastic gradient algorithms to option pricing
• The projected subgradient method for nonsmooth convex optimization in the presence of computational errors
• The extragradient method for solving variational inequalities in the presence of computational errors
• Evolution differential inclusion with projection for solving constrained nonsmooth convex optimization in Hilbert space
• The extragradient method for convex optimization in the presence of computational errors
• An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach
• Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
• A new regularized stochastic approximation framework for stochastic inverse problems
• Inexact and stochastic generalized conditional gradient with augmented Lagrangian and proximal step
• Tikhonov regularized iterative methods for nonlinear problems
• Optimization problems governed by systems of PDEs with uncertainties
• Two-norm discrepancy and convergence of the stochastic gradient method with application to shape optimization
• On the use of stochastic approximation in recursive estimation

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