Hilbert-Valued Perturbed Subgradient Algorithms

From MaRDI portal
Publication:5388046

DOI10.1287/moor.1070.0253zbMath1341.90093OpenAlexW2123406850MaRDI QIDQ5388046

Jean-Sébastien Roy, Cyrille Strugarek, Kengy Barty

Publication date: 27 May 2008

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

Full work available at URL: https://doi.org/10.1287/moor.1070.0253




Related Items

Almost sure convergence of the forward-backward-forward splitting algorithmStochastic forward-backward splitting for monotone inclusionsA variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order modelsInterior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in Hilbert spacesOn the use of stochastic approximation in recursive estimationAn iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approachA new regularized stochastic approximation framework for stochastic inverse problemsApplication of kernel-based stochastic gradient algorithms to option pricingThe extragradient method for solving variational inequalities in the presence of computational errorsEvolution differential inclusion with projection for solving constrained nonsmooth convex optimization in Hilbert spaceThe Extragradient Method for Convex Optimization in the Presence of Computational ErrorsA variational inequality based stochastic approximation for inverse problems in stochastic partial differential equationsThe Projected Subgradient Method for Nonsmooth Convex Optimization in the Presence of Computational ErrorsStochastic proximal gradient methods for nonconvex problems in Hilbert spacesA stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusionsA stochastic gradient type algorithm for closed-loop problemsA regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equationStochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spacesStochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping