The approximation of generalized stochastic gradients of random regular functions
zbMATH Open0781.90071MaRDI QIDQ685013FDOQ685013
Authors: A. Perevozchikov
Publication date: 19 September 1993
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
approximationgeneralized gradientsnondifferentiable optimizationrandom regular functionstochastic quasigradient methodtwo-stage stochastic programs
Numerical mathematical programming methods (65K05) Sequential statistical analysis (62L10) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Cited In (5)
- Title not available (Why is that?)
- Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
- Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm
- Central limit theorems for stochastic gradient descent with averaging for stable manifolds
- A stochastic conjugate gradient method for the approximation of functions
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