Felipe Areces

Finding a stationary point of a stochastic convex problem

Felipe Areces, John Duchi, Malo Sommers

We consider the problem of finding stationary points for stochastic convex optimization problems. Rather than surrogates to stationarity, such as a proximity-to-stationarity guarantee or small gradient of the Moreau envelope, we ask for a stronger notion: that the subdifferential…Read more