scientific article; zbMATH DE number 3887444

zbMATH Open0556.90066MaRDI QIDQ3220097FDOQ3220097

Authors: F. Mirzoakhmedov, Stanislav P. Uryasev 

Publication date: 1983

Title of this publication is not available (Why is that?)

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zbMATH Keywords

convergence analysisstochastic quasigradient algorithmcompact convex domainstochastic nondifferentiable adaptive optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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• A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems
• Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
• High probability complexity bounds for adaptive step search based on stochastic oracles
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• On convergence of quasi-gradient stochastic methods of optimization
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• A stochastic quasigradient algorithm with variable metric
• Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
• On convergence of the stochastic subgradient method with on-line stepsize rules

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