The approximation of generalized stochastic gradients of random regular functions

zbMATH Open0781.90071MaRDI QIDQ685013

A. Perevozchikov

Publication date: 19 September 1993

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

zbMATH Keywords

approximationnondifferentiable optimizationgeneralized gradientsrandom regular functionstochastic quasigradient methodtwo-stage stochastic programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Sequential statistical analysis (62L10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Central limit theorems for stochastic gradient descent with averaging for stable manifolds ⋮ Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm ⋮ A stochastic conjugate gradient method for the approximation of functions ⋮ Title not available (Why is that?) ⋮ Gradient procedures for stochastic approximation with dependent noise and their asymptotic behaviour

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