Pages that link to "Item:Q403634"
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The following pages link to First-order methods of smooth convex optimization with inexact oracle (Q403634):
Displayed 50 items.
- Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems (Q4965108) (← links)
- Accelerated Extra-Gradient Descent: A Novel Accelerated First-Order Method (Q4993286) (← links)
- Variable Projection for NonSmooth Problems (Q4997366) (← links)
- (Q5053256) (← links)
- Sequential Subspace Optimization for Quasar-Convex Optimization Problems with Inexact Gradient (Q5054156) (← links)
- Exact gradient methods with memory (Q5058416) (← links)
- A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization (Q5076711) (← links)
- An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization (Q5081777) (← links)
- Scheduled Restart Momentum for Accelerated Stochastic Gradient Descent (Q5094616) (← links)
- Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation (Q5116548) (← links)
- Online First-Order Framework for Robust Convex Optimization (Q5131545) (← links)
- Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems (Q5158768) (← links)
- Variable Projection for NonSmooth Problems (Q5161743) (← links)
- Generalized maximum entropy estimation (Q5214230) (← links)
- On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming (Q5219732) (← links)
- Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone (Q5242932) (← links)
- Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization (Q5275297) (← links)
- A new convergence analysis and perturbation resilience of some accelerated proximal forward–backward algorithms with errors (Q5346620) (← links)
- Optimal Affine-Invariant Smooth Minimization Algorithms (Q5376450) (← links)
- Accelerated Iterative Regularization via Dual Diagonal Descent (Q5853571) (← links)
- Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions (Q5853717) (← links)
- Convergence Analysis of Inexact Randomized Iterative Methods (Q5856678) (← links)
- A dual approach for optimal algorithms in distributed optimization over networks (Q5859014) (← links)
- Inexact model: a framework for optimization and variational inequalities (Q5865338) (← links)
- Universal intermediate gradient method for convex problems with inexact oracle (Q5865342) (← links)
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs (Q5870771) (← links)
- Implicit regularization with strongly convex bias: Stability and acceleration (Q5873931) (← links)
- Distributed optimization with inexact oracle (Q5878522) (← links)
- Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization (Q5962715) (← links)
- New analysis and results for the Frank-Wolfe method (Q5962717) (← links)
- An accelerated first-order method for non-convex optimization on manifolds (Q6048700) (← links)
- A nonlinear conjugate gradient method using inexact first-order information (Q6051169) (← links)
- Stopping rules for gradient methods for non-convex problems with additive noise in gradient (Q6051170) (← links)
- Universal Conditional Gradient Sliding for Convex Optimization (Q6071883) (← links)
- Primal-dual \(\varepsilon\)-subgradient method for distributed optimization (Q6076822) (← links)
- Accelerated gradient methods with absolute and relative noise in the gradient (Q6087056) (← links)
- Gradient-Type Methods for Optimization Problems with Polyak-Łojasiewicz Condition: Early Stopping and Adaptivity to Inexactness Parameter (Q6090757) (← links)
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization (Q6114954) (← links)
- Optimal Algorithms for Stochastic Complementary Composite Minimization (Q6136660) (← links)
- Decentralized saddle-point problems with different constants of strong convexity and strong concavity (Q6149570) (← links)
- Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming (Q6161315) (← links)
- Adaptive constraint satisfaction for Markov decision process congestion games: application to transportation networks (Q6163985) (← links)
- Principled analyses and design of first-order methods with inexact proximal operators (Q6165584) (← links)
- Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness (Q6169117) (← links)
- First-order methods for convex optimization (Q6169988) (← links)
- Differentially private inference via noisy optimization (Q6183772) (← links)
- Unifying framework for accelerated randomized methods in convex optimization (Q6200198) (← links)
- Utility/privacy trade-off as regularized optimal transport (Q6201932) (← links)
- Algorithms with gradient clipping for stochastic optimization with heavy-tailed noise (Q6204268) (← links)
- Towards accelerated rates for distributed optimization over time-varying networks (Q6349702) (← links)