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Simultaneous perturbation stochastic approximation of nonsmooth functions |
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| Authors: | Vaida Bartkutė Leonidas Sakalauskas |
| Affiliation: | 1. Institute of Mathematics and Informatics, Akademijos 4, Vilnius, Lithuania;2. Vilnius Gediminas Technical University, Sauletekio al 11, Vilnius, LT-10223, Lithuania |
| Abstract: | |
| Keywords: | Simultaneous perturbation Stochastic approximation Lipschitz function Stochastic gradient Monte-Carlo method |
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