Pages that link to "Item:Q263185"
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The following pages link to Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185):
Displaying 50 items.
- A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron (Q304258) (← links)
- On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients (Q315517) (← links)
- A penalty method for rank minimization problems in symmetric matrices (Q1616933) (← links)
- Stochastic optimization using a trust-region method and random models (Q1646570) (← links)
- On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
- A globally convergent algorithm for nonconvex optimization based on block coordinate update (Q1676921) (← links)
- On computing the distance to stability for matrices using linear dissipative Hamiltonian systems (Q1679841) (← links)
- Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Conditional gradient type methods for composite nonlinear and stochastic optimization (Q1717236) (← links)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
- Second-order optimality and beyond: characterization and evaluation complexity in convexly constrained nonlinear optimization (Q1785005) (← links)
- An optimal randomized incremental gradient method (Q1785198) (← links)
- Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints (Q1995981) (← links)
- Optimality of orders one to three and beyond: characterization and evaluation complexity in constrained nonconvex optimization (Q2001208) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- Inertial proximal gradient methods with Bregman regularization for a class of nonconvex optimization problems (Q2022322) (← links)
- Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods (Q2023684) (← links)
- Optimizing the efficiency of first-order methods for decreasing the gradient of smooth convex functions (Q2026726) (← links)
- Variable smoothing for weakly convex composite functions (Q2031930) (← links)
- A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems (Q2044494) (← links)
- Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
- On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization (Q2082285) (← links)
- Understanding the acceleration phenomenon via high-resolution differential equations (Q2089769) (← links)
- An adaptive Polyak heavy-ball method (Q2102380) (← links)
- Stochastic Gauss-Newton algorithm with STORM estimators for nonconvex composite optimization (Q2103169) (← links)
- Extrapolated smoothing descent algorithm for constrained nonconvex and nonsmooth composite problems (Q2105897) (← links)
- On stochastic accelerated gradient with convergence rate (Q2111814) (← links)
- Accelerating variance-reduced stochastic gradient methods (Q2118092) (← links)
- A hybrid stochastic optimization framework for composite nonconvex optimization (Q2118109) (← links)
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization (Q2125072) (← links)
- An overview on recent machine learning techniques for port Hamiltonian systems (Q2127392) (← links)
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization (Q2149551) (← links)
- Riemannian proximal gradient methods (Q2149554) (← links)
- Accelerated inexact composite gradient methods for nonconvex spectral optimization problems (Q2149955) (← links)
- A multi-step doubly stabilized bundle method for nonsmooth convex optimization (Q2177698) (← links)
- An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems (Q2181594) (← links)
- Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
- Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis (Q2205985) (← links)
- Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria (Q2220664) (← links)
- Robust and sparse regression in generalized linear model by stochastic optimization (Q2303494) (← links)
- Provable accelerated gradient method for nonconvex low rank optimization (Q2303662) (← links)
- Generalized uniformly optimal methods for nonlinear programming (Q2316202) (← links)
- Efficiency of minimizing compositions of convex functions and smooth maps (Q2330660) (← links)
- Approximating the nearest stable discrete-time system (Q2419035) (← links)
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation (Q2419549) (← links)
- Run-and-inspect method for nonconvex optimization and global optimality bounds for R-local minimizers (Q2425163) (← links)
- Behavior of accelerated gradient methods near critical points of nonconvex functions (Q2425178) (← links)
- Misspecified nonconvex statistical optimization for sparse phase retrieval (Q2425184) (← links)
- A nonmonotone approximate sequence algorithm for unconstrained nonlinear optimization (Q2436686) (← links)
