Alejandro Jofré

A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-{\L}ojasiewicz condition

This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function. We target a broad class of integrands obeying a nonsmooth, localized variant of the descent lemma in the de...