A mini-batch proximal stochastic recursive gradient algorithm with diagonal Barzilai-Borwein stepsize

DOI10.1007/S40305-022-00436-2zbMath1524.90222MaRDI QIDQ6097380

Xin-Wei Liu, Tengteng Yu, Jie Sun, Yu-Hong Dai

Publication date: 5 June 2023

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

zbMATH Keywords

Barzilai-Borwein methodcomposite optimizationproximal gradient algorithmstochastic recursive gradient

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonlinear programming (90C30)

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