Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
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DOI: 10.1007/s11590-020-01537-8
Abstract: We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function having the property of generalized differentiability. As a tool of our analysis,… read more here.
Keywords: subgradient method; subgradient; stochastic subgradient; optimization ... See more keywords