Convergence of Constant Step Stochastic Gradient Descent for Non-Smooth Non-Convex Functions

Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization

(2020) Andrzej Ruszczyński   Optimization Letters

Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning

(2020) Jérôme Bolte et al.   MATHEMATICAL PROGRAMMING

Stochastic Subgradient Method Converges on Tame Functions

(2019) Damek Davis et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications

(2018) Pascal Bianchi et al.   Stochastics-An International Journal of Probability and Stochastic Processes

Stochastic Approximations with Constant Step Size and Differential Inclusions

(2013) Grégory Roth et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

ERGODIC PROPERTIES OF WEAK ASYMPTOTIC PSEUDOTRAJECTORIES FOR SET-VALUED DYNAMICAL SYSTEMS

(2012) MATHIEU FAURE et al.   Stochastics and Dynamics

An Invitation to Tame Optimization

(2009) A. D. Ioffe   SIAM JOURNAL ON OPTIMIZATION