TY  - JOUR
ID  - iiasa13482
UR  - https://pure.iiasa.ac.at/id/eprint/13482/
IS  - 5
A1  - Ermoliev, Y.
A1  - Norkin, V. I.
N2  - 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.
VL  - 39
TI  - Solution of Nonconvex Nonsmooth Stochastic Optimization Problems
AV  - none
EP  - 715
Y1  - 2003///
PB  - Springer
JF  - Cybernetics and Systems Analysis
KW  - Nonconvex optimization problems; Nonsmooth functions; Stochastic programming; Stochastic quasigradient; Uncertainty
SN  - 1060-0396
SP  - 701
ER  -