A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization (Q5076721): Difference between revisions

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scientific article; zbMATH DE number 7528006

Language	Label	Description	Also known as
English	A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization	scientific article; zbMATH DE number 7528006

Statements

instance of

scholarly article

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title

A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization (English)

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Mathematics of Operations Research

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publication date

17 May 2022

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full work available at URL

https://arxiv.org/abs/1804.05368

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zbMATH Keywords

stochastic optimization

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convex optimization

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quasi-Newton methods

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describes a project that uses

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MaRDI publication profile

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cites work

First-Order Methods in Optimization

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Smoothing and First Order Methods: A Unified Framework

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Adaptive Sampling Strategies for Stochastic Optimization

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Sample size selection in optimization methods for machine learning

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A Stochastic Quasi-Newton Method for Large-Scale Optimization

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Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

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Variable-number sample-path optimization

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Q4524230

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Q4353534

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Q4226179

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Hybrid Deterministic-Stochastic Methods for Data Fitting

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Accelerated gradient methods for nonconvex nonlinear and stochastic programming

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New limited memory bundle method for large-scale nonsmooth optimization

0 references

Variable-sample methods for stochastic optimization

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Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities

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On variance reduction for stochastic smooth convex optimization with multiplicative noise

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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On the limited memory BFGS method for large scale optimization

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Globally convergent variable metric method for convex nonsmooth unconstrained minimization

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RES: Regularized Stochastic BFGS Algorithm

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Global Convergence of Online Limited Memory BFGS

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Proximité et dualité dans un espace hilbertien

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Robust Stochastic Approximation Approach to Stochastic Programming

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Q5491447

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A Stochastic Line Search Method with Expected Complexity Analysis

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On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization

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On Sampling Rates in Simulation-Based Recursions

0 references

Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers

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A Stochastic Approximation Method

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ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization

0 references

Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization

0 references

A Proximal Stochastic Gradient Method with Progressive Variance Reduction

0 references

On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

0 references

On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis

0 references

A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning

0 references

Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization

0 references

Identifiers

zbMATH Open document ID

1492.90104

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DOI

10.1287/moor.2021.1147

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Smoothing and First Order Methods: A Unified Framework
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+Adaptive Sampling Strategies for Stochastic Optimization
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+Sample size selection in optimization methods for machine learning
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+A Stochastic Quasi-Newton Method for Large-Scale Optimization
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+Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
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+Variable-number sample-path optimization
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+Normal rank
@@ Property / cites work @@
+Hybrid Deterministic-Stochastic Methods for Data Fitting
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@@ Property / cites work @@
+Accelerated gradient methods for nonconvex nonlinear and stochastic programming
+Normal rank
@@ Property / cites work @@
+New limited memory bundle method for large-scale nonsmooth optimization
+Normal rank
@@ Property / cites work @@
+Variable-sample methods for stochastic optimization
+Normal rank
@@ Property / cites work @@
+Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+On variance reduction for stochastic smooth convex optimization with multiplicative noise
+Normal rank
@@ Property / cites work @@
+The Sample Average Approximation Method for Stochastic Discrete Optimization
+Normal rank
@@ Property / cites work @@
+On the limited memory BFGS method for large scale optimization
+Normal rank
@@ Property / cites work @@
+Globally convergent variable metric method for convex nonsmooth unconstrained minimization
+Normal rank
@@ Property / cites work @@
+RES: Regularized Stochastic BFGS Algorithm
@@ Property / cites work: RES: Regularized Stochastic BFGS Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Global Convergence of Online Limited Memory BFGS
@@ Property / cites work: Global Convergence of Online Limited Memory BFGS / rank @@
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@@ Property / cites work @@
+Proximité et dualité dans un espace hilbertien
@@ Property / cites work: Proximité et dualité dans un espace hilbertien / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Q5491447
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+Normal rank
@@ Property / cites work @@
+A Stochastic Line Search Method with Expected Complexity Analysis
+Normal rank
@@ Property / cites work @@
+On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
+Normal rank
@@ Property / cites work @@
+On Sampling Rates in Simulation-Based Recursions
@@ Property / cites work: On Sampling Rates in Simulation-Based Recursions / rank @@
+Normal rank
@@ Property / cites work @@
+Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+A Proximal Stochastic Gradient Method with Progressive Variance Reduction
+Normal rank
@@ Property / cites work @@
+On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
+Normal rank
@@ Property / cites work @@
+On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis
+Normal rank
@@ Property / cites work @@
+A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
+Normal rank
@@ Property / cites work @@
+Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
+Normal rank