Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization (Q4558525): Difference between revisions

Latest revision as of 11:46, 17 July 2024

scientific article; zbMATH DE number 6982954

Language	Label	Description	Also known as
English	Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization	scientific article; zbMATH DE number 6982954

Statements

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22 November 2018

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full work available at URL

https://arxiv.org/abs/1706.06297

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http://jmlr.csail.mit.edu/papers/v18/17-347.html

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zbMATH Keywords

stochastic convex optimization

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intersection of convex constraints

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stochastic proximal point

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nonasymptotic convergence analysis

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rates of convergence

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describes a project that uses

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MaRDI publication profile

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arXiv classification

math.OC

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cites work

On perturbed proximal gradient algorithms

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Self-concordant analysis for logistic regression

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Incremental proximal methods for large scale convex optimization

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Ergodic Convergence of a Stochastic Proximal Point Algorithm

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Energy-based sensor network source localization via projection onto convex sets

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Optimization Methods for Large-Scale Machine Learning

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Sparse and stable Markowitz portfolios

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Q4441514

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On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints

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Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators

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Q2880998

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On the Convergence of the Proximal Point Algorithm for Convex Minimization

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A data-driven approach to robust control of multivariable systems by convex optimization

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Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

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RES: Regularized Stochastic BFGS Algorithm

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Random block coordinate descent methods for linearly constrained optimization over networks

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Random algorithms for convex minimization problems

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Robust Stochastic Approximation Approach to Stochastic Programming

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Introductory lectures on convex optimization. A basic course.

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Acceleration of Stochastic Approximation by Averaging

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Variational Analysis

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A First-Order Stochastic Primal-Dual Algorithm with Correction Step

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Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization

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Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods

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Identifiers

zbMATH Open document ID

1475.90048

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4558525

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+Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization
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+On perturbed proximal gradient algorithms
@@ Property / cites work: On perturbed proximal gradient algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Self-concordant analysis for logistic regression
@@ Property / cites work: Self-concordant analysis for logistic regression / rank @@
+Normal rank
@@ Property / cites work @@
+Incremental proximal methods for large scale convex optimization
+Normal rank
@@ Property / cites work @@
+Ergodic Convergence of a Stochastic Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Energy-based sensor network source localization via projection onto convex sets
+Normal rank
@@ Property / cites work @@
+Optimization Methods for Large-Scale Machine Learning
+Normal rank
@@ Property / cites work @@
+Sparse and stable Markowitz portfolios
@@ Property / cites work: Sparse and stable Markowitz portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Q4441514
@@ Property / cites work: Q4441514 / rank @@
+Normal rank
@@ Property / cites work @@
+On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints
+Normal rank
@@ Property / cites work @@
+Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
+Normal rank
@@ Property / cites work @@
+Q2880998
@@ Property / cites work: Q2880998 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Convergence of the Proximal Point Algorithm for Convex Minimization
+Normal rank
@@ Property / cites work @@
+A data-driven approach to robust control of multivariable systems by convex optimization
+Normal rank
@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
+Normal rank
@@ Property / cites work @@
+RES: Regularized Stochastic BFGS Algorithm
@@ Property / cites work: RES: Regularized Stochastic BFGS Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Random block coordinate descent methods for linearly constrained optimization over networks
+Normal rank
@@ Property / cites work @@
+Random algorithms for convex minimization problems
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Introductory lectures on convex optimization. A basic course.
+Normal rank
@@ Property / cites work @@
+Acceleration of Stochastic Approximation by Averaging
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A First-Order Stochastic Primal-Dual Algorithm with Correction Step
+Normal rank
@@ Property / cites work @@
+Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
+Normal rank
@@ Property / cites work @@
+Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods
+Normal rank