Adaptive step adjustment for a stochastic optimization algorithm

DOI10.1016/S0041-5553(83)80071-8MaRDI QIDQ3682252zbMATH OpenOpenAlexFDO

Authors F. Mirzoakhmedov, Stanislav P. Uryasev

Publication date 1983

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0041-5553(83)80071-8

zbMATH Keywords

compact convex domainconvergence analysisstochastic nondifferentiable adaptive optimizationstochastic quasigradient algorithm

Mathematics Subject Classification ID

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

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