Pages that link to "Item:Q5962719"
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The following pages link to Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization (Q5962719):
Displaying 45 items.
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- A Unified Adaptive Tensor Approximation Scheme to Accelerate Composite Convex Optimization (Q5131958) (← links)
- Numerical solution of inverse problems by weak adversarial networks (Q5132263) (← links)
- Inexact proximal stochastic second-order methods for nonconvex composite optimization (Q5135256) (← links)
- Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization (Q5144794) (← links)
- Stochastic Conditional Gradient++: (Non)Convex Minimization and Continuous Submodular Maximization (Q5148398) (← links)
- Stochastic proximal quasi-Newton methods for non-convex composite optimization (Q5198046) (← links)
- Stochastic polynomial optimization (Q5210742) (← links)
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization (Q5220424) (← links)
- Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems (Q5231692) (← links)
- Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization (Q5242931) (← links)
- A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization (Q5244401) (← links)
- Two stochastic optimization algorithms for convex optimization with fixed point constraints (Q5379458) (← links)
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities (Q5737725) (← links)
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization (Q5737735) (← links)
- Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem (Q5867625) (← links)
- Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming (Q5869814) (← links)
- Hölderian Error Bounds and Kurdyka-Łojasiewicz Inequality for the Trust Region Subproblem (Q5870365) (← links)
- On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error (Q5882219) (← links)
- Block coordinate type methods for optimization and learning (Q5889894) (← links)
- Stochastic gradient descent with noise of machine learning type. I: Discrete time analysis (Q6038848) (← links)
- Convergence analysis of a subsampled Levenberg-Marquardt algorithm (Q6047687) (← links)
- A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems (Q6051310) (← links)
- A unified analysis of stochastic gradient‐free Frank–Wolfe methods (Q6092499) (← links)
- Variance reduction on general adaptive stochastic mirror descent (Q6097133) (← links)
- A framework of convergence analysis of mini-batch stochastic projected gradient methods (Q6097385) (← links)
- Stochastic composition optimization of functions without Lipschitz continuous gradient (Q6108982) (← links)
- Proximal variable smoothing method for three-composite nonconvex nonsmooth minimization with a linear operator (Q6126596) (← links)
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization (Q6126655) (← links)
- Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities (Q6131490) (← links)
- Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction (Q6166650) (← links)
- Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization (Q6172923) (← links)
- Gradient complexity and non-stationary views of differentially private empirical risk minimization (Q6199392) (← links)
- Random-reshuffled SARAH does not need full gradient computations (Q6204201) (← links)
- A semismooth Newton stochastic proximal point algorithm with variance reduction (Q6490309) (← links)
- SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization (Q6498409) (← links)
- Stochastic gradient methods with preconditioned updates (Q6536836) (← links)
- Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads (Q6554079) (← links)
- Dissipative imitation learning for discrete dynamic output feedback control with sparse data sets (Q6591120) (← links)
- An accelerated stochastic mirror descent method (Q6601963) (← links)
- Almost sure convergence rates of stochastic proximal gradient descent algorithm (Q6606307) (← links)
- Complexity of a projected Newton-CG method for optimization with bounds (Q6608031) (← links)
- Stochastic linearized generalized alternating direction method of multipliers: expected convergence rates and large deviation properties (Q6620012) (← links)
- Stochastic augmented Lagrangian method in Riemannian shape manifolds (Q6636782) (← links)
- A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems (Q6664885) (← links)