Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
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Publication:2045021
DOI10.1007/s10898-020-00980-2zbMath1472.65069OpenAlexW3118796771MaRDI QIDQ2045021
Publication date: 11 August 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-020-00980-2
stochastic variational inequalitynonmonotone bifunctionexpected risk minimizationleast absolute selection and shrinkage operatornonconvex stochastic optimizationstochastic equilibrium problemstochastic subgradient projection method
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for variational inequalities and related problems (65K15)
Uses Software
Cites Work
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