relation: https://pure.iiasa.ac.at/id/eprint/13482/
title: Solution of Nonconvex Nonsmooth Stochastic Optimization Problems
creator: Ermoliev, Y.
creator: Norkin, V. I.
description: 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.
publisher: Springer
date: 2003
type: Article
type: PeerReviewed
identifier:   Ermoliev, Y. <https://pure.iiasa.ac.at/view/iiasa/338.html> & 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 <https://doi.org/10.1023/B%3ACASA.0000012091.84864.65>.       
relation: 10.1023/B:CASA.0000012091.84864.65
identifier: 10.1023/B:CASA.0000012091.84864.65
doi: 10.1023/B:CASA.0000012091.84864.65