3 papers
math.OC2025
Asymptotic behaviour of stochastic inertial dynamics incorporating a Tikhonov regularization term
Chiara Schindler
In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To t…
math.OC2025
Long-Time Analysis of Stochastic Heavy Ball Dynamics for Convex Optimization and Monotone Equations
Radu Ioan Bot, Chiara Schindler
In a separable real Hilbert space, we study the problem of minimizing a convex function with Lipschitz continuous gradient in the presence of noisy evaluations. To this end, we ass…
math.OC2024
On a Stochastic Differential Equation with Correction Term Governed by a Monotone and Lipschitz Continuous Operator
Radu Ioan Bot, Chiara Schindler
In our pursuit of finding a zero for a monotone and Lipschitz continuous operator amidst noisy evaluations, we explore an associated differential equati…