On convergence of the stochastic subgradient method with on-line stepsize rules

DOI10.1016/0022-247X(86)90104-6zbMath0604.90106MaRDI QIDQ1083369

Wojciech Syski, Ruszczyński, Andrzej

Publication date: 1986

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

convergence theoremspecial stepsize coefficientsstochastic subgradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items

A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems ⋮ Stochastic gradient processes: A survey of convergence theory using Lyapunov second method ⋮ On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Stochastic approximation method with gradient averaging for unconstrained problems
• A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
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