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Fix a probability space $(\Omega,\mathcal{F},\mathbb{P})$ and let $F:L^2_{\mathbb{P}}(\mathcal{F})\rightarrow (-\infty,\infty]$ be bounded-blow, convex, lower semi-continuous, and not identically ...

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...