eprintid: 13482
rev_number: 8
eprint_status: archive
userid: 353
dir: disk0/00/01/34/82
datestamp: 2016-07-29 10:10:12
lastmod: 2022-02-02 14:10:20
status_changed: 2016-07-29 10:10:12
type: article
metadata_visibility: show
item_issues_count: 1
creators_name: Ermoliev, Y.
creators_name: Norkin, V. I.
creators_id: 1445
title: Solution of Nonconvex Nonsmooth Stochastic Optimization Problems
ispublished: pub
keywords: Nonconvex optimization problems; Nonsmooth functions; Stochastic programming; Stochastic quasigradient; Uncertainty
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.
date: 2003
date_type: published
publisher: Springer
id_number: 10.1023/B:CASA.0000012091.84864.65
creators_browse_id: 338
full_text_status: none
publication: Cybernetics and Systems Analysis
volume: 39
number: 5
pagerange: 701-715
refereed: TRUE
issn: 1060-0396
coversheets_dirty: FALSE
fp7_project: no
fp7_type: info:eu-repo/semantics/article
citation:   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>.