Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Penalty Methods with Stochastic Approximation for Stochastic Nonlinear
  Programming   In this paper, we propose a class of penalty methods with stochastic
approximation for solving stochastic nonlinear programming problems. We assume
that only noisy gradients or function values of the objective function are
available via calls to a stochastic first-order or zeroth-order oracle. In each
iteration of the proposed methods, we minimize an exact penalty function which
is nonsmooth and nonconvex with only stochastic first-order or zeroth-order
information available. Stochastic approximation algorithms are presented for
solving this particular subproblem. The worst-case complexity of calls to the
stochastic first-order (or zeroth-order) oracle for the proposed penalty
methods for obtaining an $\epsilon$-stochastic critical point is analyzed.

20
The categories of this paper are: acc-phys
29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
21
The categories of this paper are: adap-org
23
The categories of this paper are: solv-int
36
The categories of this paper are: cmp-lg
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
28
The categories of this paper are: alg-geom
9
The categories of this paper are: nlin
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
3
The categories of this paper are: physics
16
The categories of this paper are: stat
15
The categories of this paper are: nucl-ex