A multistep stochastic ϵ-subgradient method of minimizing a convex function

DOI10.1016/0041-5553(84)90106-XzbMath0566.90071OpenAlexW2074986327MaRDI QIDQ3682251

P. A. Dorofeev

Publication date: 1984

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(84)90106-x

zbMATH Keywords

convergence analysisunconstrained minimizationstochastic subgradientsconvex nondifferentiable functionsmulti-step stochastic epsilon subgradient methodmulti-step strategy of search

Mathematics Subject Classification ID

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

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