Randomized Smoothing for Stochastic Optimization

DOI10.1137/110831659zbMath1267.65063arXiv1103.4296OpenAlexW2962720772WikidataQ105584169 ScholiaQ105584169MaRDI QIDQ2910890

John C. Duchi, Bartlett, Peter L., Martin J. Wainwright

Publication date: 12 September 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.4296

zbMATH Keywords

algorithmsnonsmooth optimizationstochastic optimizationsmoothingnumerical examplesconvex programmingdistributed optimizationstatistical estimation problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)

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