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.2022.114943zbMath1524.90292arXiv2103.13651MaRDI QIDQ6363695

Nataša Krejić, Nataša Krklec Jerinkić, Tijana Ostojić

Publication date: 25 March 2021

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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