Stochastic generalized-differentiable functions in the problem of nonconvex nonsmooth stochastic optimization

DOI10.1007/BF01068698MaRDI QIDQ3468884zbMATH OpenFDO

Authors Vladimir I. Norkin

Publication date 1986

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01068698

zbMATH Keywords

generalized differentiabilitynonconvex nonsmooth stochastic optimizationpseudogradientstochastic generalized-differentiable functions

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Nonsmooth analysis (49J52) Stochastic programming (90C15) Nonlinear programming (90C30)

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Cites work

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• scientific article; zbMATH DE number 3414075 (Why is no real title available?)
• Measurable dependence of convex sets and functions on parameters
• Measurable relations
• Semismooth and Semiconvex Functions in Constrained Optimization
• Stochastic Lipschitz functions

Cited in

(11)

• Estimated stochastic programs with chance constraints
• Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
• Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks
• Generalized gradients in dynamic optimization, optimal control, and machine learning problems
• Conservative and semismooth derivatives are equivalent for semialgebraic maps
• Quasidifferentiabilities of the expectation functions of random quasidifferentiable functions
• Solution of nonconvex nonsmooth stochastic optimization problems
• Stochastic differentiation: A generalized approach
• Subgradient Sampling for Nonsmooth Nonconvex Minimization
• Nonsmooth nonconvex stochastic heavy ball
• Generalized gradient learning on time series

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