On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization
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Publication:2082285
DOI10.1007/s11425-020-1865-1zbMath1497.65098OpenAlexW4220920445MaRDI QIDQ2082285
Michael Ulbrich, Andre Milzarek, Xiantao Xiao, ZaiWen Wen
Publication date: 4 October 2022
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-020-1865-1
stochastic approximationlocal convergencesemismooth Newton methodnonsmooth stochastic optimizationstochastic second-order information
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
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