Reference Work Entry

Encyclopedia of Optimization

pp 3801-3807

Stochastic Quasigradient Methods

  • Yuri ErmolievAffiliated withDepartment of Chemical Engineering, Princeton UniversityIIASA

Article Outline

Keywords and Phrases

Introduction

Calculation of SQG

Convergence Properties

Nonsmooth Problems

Averaging Operations

General Constraints

References

Keywords and Phrases

Stochastic quasigradient (SQG) methods Stochastic quasigradients (SQG) Nonstationary optimization Generalized differentiable (GD) function Stochastic approximation Global optimization