A Stochastic Successive Minimization Method for Nonsmooth Nonconvex Optimization with Applications to Transceiver Design in Wireless Communication Networks

Meisam Razaviyayn, Maziar Sanjabi, Zhi-Quan Luo

Consider the problem of minimizing the expected value of a cost function parameterized by a random variable. The classical sample average approximation (SAA) method for solving thi…