The stochastic Auxiliary Problem Principle in Banach spaces: measurability and convergence

Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier and
Jérôme Lonchampt

to appear

Publication type:

Paper in peer-reviewed journals

Journal:

SIAM Journal on Optimization

HAL:

hal-03115740

BibTeX:

@article{Bit-Car-Cha-Lon-2100-1,
    author={Thomas Bittar and Pierre Carpentier and Jean-Philippe 
           Chancelier and Jérôme Lonchampt },
    title={The stochastic Auxiliary Problem Principle in Banach spaces: 
           measurability and convergence },
    journal={SIAM Journal on Optimization },
    year={to appear },
}