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

DOI10.1007/BF01069529MaRDI QIDQ3489792zbMATH OpenFDO

Authors N. D. Chepurnoj

Publication date 1988

Published in Cybernetics (Search for Journal in Brave)

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)

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Cites work

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

Cited in

(2)

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

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