Asymptotic study of stochastic adaptive algorithm in non-convex landscape
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References listed on IDEAS
- Heinz H. Bauschke & Jérôme Bolte & Marc Teboulle, 2017. "A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications," Mathematics of Operations Research, INFORMS, vol. 42(2), pages 330-348, May.
- Costa, Manon & Gadat, Sébastien & Bercu, Bernard, 2020. "Stochastic approximation algorithms for superquantiles estimation," TSE Working Papers 20-1142, Toulouse School of Economics (TSE).
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More about this item
Keywords
Stochastic optimization; Stochastic adaptive algorithm; Convergence of random variables;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-01-02 (Big Data)
- NEP-CMP-2023-01-02 (Computational Economics)
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