Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient (Q6414917)

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preprint article from arXiv
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Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient
preprint article from arXiv

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    24 October 2022
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    math.OC
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    cs.LG
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    cs.NA
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    math.NA
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    math.PR
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    stat.ML
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    Dong-Young Lim
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    Ariel Neufeld
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    Sotirios Sabanis
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    Ying Zhang
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