scientific article; zbMATH DE number 3643047

MaRDI QIDQ3048593zbMATH OpenFDO

Authors Arkadi Nemirovski, D. B. Yudin

Publication date 1978

zbMATH Keywords

Cesari convergenceconvex-concave functionsgradient methodnonlinear programming

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Nonlinear programming (90C30) Methods of reduced gradient type (90C52)

Cited in

(10)

• Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
• On variance reduction for stochastic smooth convex optimization with multiplicative noise
• Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
• Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
• Optimization methods for large-scale machine learning
• Stochastic conditional gradient methods: from convex minimization to submodular maximization
• A single cut proximal bundle method for stochastic convex composite optimization
• A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
• Optimization problems governed by systems of PDEs with uncertainties
• Risk-adaptive approaches to stochastic optimization: a survey

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