On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization

DOI10.1287/moor.17.1.112zbMath0764.90078OpenAlexW2082155171MaRDI QIDQ4016713

Julia L. Higle, Suvrajeet Sen

Publication date: 16 January 1993

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.17.1.112

zbMATH Keywords

epi-convergencenondifferentiable optimizationconvergence of algorithmsmonotonic descent\(\partial\)-compatibility

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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