An inexact restoration-nonsmooth algorithm with variable accuracy for stochastic nonsmooth convex optimization problems in machine learning and stochastic linear complementarity problems
DOI10.1016/j.cam.2022.114943OpenAlexW4309775533MaRDI QIDQ2112678
Tijana Ostojić, Nataša Krklec Jerinkić, Nataša Krejić
Publication date: 11 January 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.13651
nonsmooth optimizationsubgradientsample average approximationinexact restorationvariable sample size
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)
Uses Software
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