Lower- and upper-C² integrands: a structured class of functions for stochastic nonconvex optimization
We study nonconvex stochastic functions that admit a structured second-order representation, a generalization of lower- and upper-C² functions to normal integrands. Similarly to the deterministic case, lower-C² normal integrands are defined as the pointwise maxima over a compact random index set of functions that are twice-continuously differentiable in the decision variable with an integrable bounded … Read more