Monotone methods with averaging of subgradients and their stochastic finite-difference analogs

DOI10.1007/BF01069529zbMATH Open0707.90078MaRDI QIDQ3489792FDOQ3489792

Authors: N. D. Chepurnoj 

Publication date: 1988

Published in: Cybernetics (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4020857

zbMATH Keywords

stochastic algorithmmonotone algorithmsaveraging of subgradients

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Convex Analysis
• An aggregate subgradient method for nonsmooth convex minimization

Cited In (2)

• A merit function approach to the subgradient method with averaging
• Stochastic approximations and perturbations in forward-backward splitting for monotone operators

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