ProxSTORM -- A Stochastic Trust-Region Algorithm for Nonsmooth Optimization

MaRDI QIDQ7196593arXivFDO

Authors Robert J. Baraldi, Aurya Javeed, D. P. Kouri, Katya Scheinberg

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Newton-type methods (49M15) PDE constrained optimization (numerical aspects) (49M41) Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Nonlinear programming (90C30)

arXiv classification

math.OC

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