Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems

DOI10.1137/17M1151031zbMath1431.65084arXiv1707.03505WikidataQ127492622 ScholiaQ127492622MaRDI QIDQ5231692

Damek Davis, Benjamin Grimmer

Publication date: 27 August 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.03505

zbMATH Keywords

subgradientnonconvexstochasticnonsmoothproximal

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

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