Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces - Geiersbach, Caroline; Scarinci, Teresa (Computational optimization and applications, 2021)
Keywords: Algorithms; Approximation; Constraints; Continuity (mathematics); Convergence; Convex and Discrete Geometry; Differential inclusions; Hilbert space; Management Science; Mathematical programming methods; Mathematics; Mathematics and Statistics; Nonsmooth and nonconvex optimization; Operations Research; Operations Research/Decision Theory; Optimal control problems involving partial differential equations; Optimization; Partial differential equations; Partial differential equations with randomness; Statistics; Stochastic programming; Differential inclusions; Optimal control problems involving partial differential equations; Partial differential equations with randomness; Nonsmooth and nonconvex optimization; Mathematical programming methods; Stochastic programming