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Ermoliev, Y. & Norkin, V. I. (2003). Solution of Nonconvex Nonsmooth Stochastic Optimization Problems. Cybernetics and Systems Analysis 39 (5) 701-715. 10.1023/B:CASA.0000012091.84864.65.
Full text not available from this repository.Abstract
Different classes of nonconvex nonsmooth stochastic optimization problems are analyzed, their generalized differentiability properties and necessary optimality conditions are studied, and a technique for calculating stochastic gradients is developed. For each class of the problems, corresponding solution methods are proposed, in particular, generalizations of the stochastic quasigradient method.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Nonconvex optimization problems; Nonsmooth functions; Stochastic programming; Stochastic quasigradient; Uncertainty |
| Depositing User: | Luke Kirwan |
| Date Deposited: | 29 Jul 2016 10:10 |
| Last Modified: | 02 Feb 2022 14:10 |
| URI: | https://pure.iiasa.ac.at/13482 |
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