scientific article; zbMATH DE number 3926637

MaRDI QIDQ3701202zbMATH OpenFDO

Authors Andrzej Ruszczyński

Publication date 1986

zbMATH Keywords

convergenceLyapunov functionmethod of feasible directionsnon-smooth and nonconvex objective functionstationary pointstochastic approximationstochastic subgradients

Mathematics Subject Classification ID

Stochastic approximation (62L20) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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• Probabilistic version of the method of feasible directions.
• Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
• A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
• A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
• A comparison of feasible direction methods for the stochastic transportation problem

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