A stochastic variance reduction algorithm with Bregman distances for structured composite problems

DOI10.1080/02331934.2022.2027413zbMath1519.90140arXiv2103.08822MaRDI QIDQ6106321

Van-Dung Nguyen, Băng Công Vũ

Publication date: 27 June 2023

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.08822

zbMATH Keywords

stochastic optimizationlinear convergencevariance reductionprimal-dual algorithmergodic convergenceBregman distancereflected method

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Complexity and performance of numerical algorithms (65Y20)

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