On the Convergence Rate for Stochastic Approximation in the Nonsmooth Setting

DOI10.1287/moor.1110.0502zbMath1279.62167OpenAlexW1984257786MaRDI QIDQ2884287

Eunji Lim

Publication date: 24 May 2012

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1110.0502

zbMATH Keywords

rate of convergencestochastic approximationnondifferentiability

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic approximation (62L20)

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