A functional model method for nonconvex nonsmooth conditional stochastic optimization
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Publication:6622742
DOI10.1137/23M1617965MaRDI QIDQ6622742
Shangzhe Yang, Andrzej Ruszczyński
Publication date: 22 October 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
nonsmooth optimizationreparametrizationconditional stochastic optimizationstochastic subgradient methods
Computational methods for problems pertaining to probability theory (60-08) Nonsmooth analysis (49J52) Stochastic programming (90C15)
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