The approximation of generalized stochastic gradients of random regular functions

MaRDI QIDQ685013zbMATH OpenFDO

Authors A. Perevozchikov

Publication date 19 September 1993

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

approximationgeneralized gradientsnondifferentiable optimizationrandom regular functionstochastic quasigradient methodtwo-stage stochastic programs

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stochastic programming (90C15)

Review text

See the review in Zbl 0736.90054.

Cited in

(5)

• Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour
• scientific article; zbMATH DE number 6253925 (Why is no real title available?)
• 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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