A Linearization Method for Nonsmooth Stochastic Programming Problems
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Publication:3026759
DOI10.1287/moor.12.1.32zbMath0624.90078OpenAlexW1986324933MaRDI QIDQ3026759
Publication date: 1987
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.12.1.32
Lagrange multipliersLyapunov functionlinearization methodnondifferentiable objective functionquadratic programming subproblemsrecursive stochastic subgradient method
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