XVII th Conference on Stochastic Programming

Stochastic Quasi-Fejér Iterations and Applications

30 juil. 2025, 10:45

30m

F102

Invited talk Stochastic Programming Stochastic Programming

Orateur

Patrick Combettes (North Carolina State University)

Description

This talk concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which existing solution methods can be recast and improved, and new ones can be designed. Almost sure weak, strong, and linear convergence results are established in particular for fixed point and feasibility problems.