scientific article; zbMATH DE number 3843512

MaRDI QIDQ3313638zbMATH OpenFDO

Authors G. G. Murauskas

Publication date 1983

zbMATH Keywords

estimation of convergence ratefinite-diference stochastic optimization methodsLipschitz conditionmean-square convergence ratenonsmooth optimizationstrongly convex, nondifferentiable objective functions

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(9)

• Optimum parameters and nonasymptotic bounds on the rate of convergence of stochastic algorithms in criterial optimization problems
• On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization
• On the convergence rate for stochastic approximation in the nonsmooth setting
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• On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
• The Differential Inclusion Modeling FISTA Algorithm and Optimality of Convergence Rate in the Case b $\leq3$
• Solution of nonconvex nonsmooth stochastic optimization problems
• Simultaneous perturbation stochastic approximation of nonsmooth functions

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