A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems

DOI10.1007/BF00940311zbMath0628.90057MaRDI QIDQ1093531

Wojciech Syski

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

convex stochastic approximationfeedback rulestochastic subgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites Work

• On convergence of the stochastic subgradient method with on-line stepsize rules
• Martingales and stochastic integrals. I
• Stochastic approximation method with gradient averaging for unconstrained problems
• stochastic quasigradient methods and their application to system optimization^†
• A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
• On the interchange of subdifferentiation and conditional expectation for convex functionals
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