English

Consistency of sample-based stationary points for infinite-dimensional stochastic optimization

Optimization and Control 2025-07-08 v1

Abstract

We consider stochastic optimization problems with possibly nonsmooth integrands posed in Banach spaces and approximate these stochastic programs via a sample-based approaches. We establish the consistency of approximate Clarke stationary points of the sample-based approximations. Our framework is applied to risk-averse semilinear PDE-constrained optimization using the average value-at-risk and to risk-neutral bilinear PDE-constrained optimization.

Keywords

Cite

@article{arxiv.2306.17032,
  title  = {Consistency of sample-based stationary points for infinite-dimensional stochastic optimization},
  author = {Johannes Milz},
  journal= {arXiv preprint arXiv:2306.17032},
  year   = {2025}
}

Comments

20 pages

R2 v1 2026-06-28T11:18:03.686Z