https://www.selleckchem.com/pr....oducts/bobcat339.htm
[This corrects the article PMC7566692.].For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives. This paper presents convergence results for the stochastic proximal gradient method applied to Hilbert spaces, motivated by optimization problems with partial differential equation (PDE) constraints with random inputs and coefficients. We study stochastic algor
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