Risk and Portfolio OptimizationSimulation Techniques and ApplicationsMetaheuristic Optimization Algorithms Research
Shuyao Li, Stephen J. Wright, Jelena Diakonikolas
Abstract
We study nonsmooth stochastic optimization under adversarial data contamination, which models outliers that are often unavoidable in modern machine learning tasks. While robust
Citation format
LI, Shuyao; WRIGHT, Stephen J.; DIAKONIKOLAS, Jelena. Outlier-robust nonsmooth stochastic optimization. Journal of Nonlinear and Variational Analysis, 2026, 10(2).