2 papers
math.OC2026
Stochastic set-valued optimization and its application to robust learning
Tommaso Giovannelli, Jingfu Tan, Luis Nunes Vicente
In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set o…
math.OC2025
Non-smooth stochastic gradient descent using smoothing functions
Tommaso Giovannelli, Jingfu Tan, Luis Nunes Vicente
In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered…