Pages that link to "Item:Q2954396"
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The following pages link to Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization (Q2954396):
Displayed 30 items.
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
- On optimal probabilities in stochastic coordinate descent methods (Q315487) (← links)
- On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes (Q1711086) (← links)
- Conditional gradient type methods for composite nonlinear and stochastic optimization (Q1717236) (← links)
- Point process estimation with Mirror Prox algorithms (Q2019904) (← links)
- An accelerated directional derivative method for smooth stochastic convex optimization (Q2029381) (← links)
- A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods (Q2031928) (← links)
- Fastest rates for stochastic mirror descent methods (Q2044496) (← links)
- On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization (Q2082285) (← links)
- Markov chain block coordinate descent (Q2301127) (← links)
- Randomized primal-dual proximal block coordinate updates (Q2314059) (← links)
- On the convergence of asynchronous parallel iteration with unbounded delays (Q2422607) (← links)
- Distributed constraint-coupled optimization via primal decomposition over random time-varying graphs (Q2665379) (← links)
- Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization (Q2945126) (← links)
- Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
- Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes (Q5038180) (← links)
- A fully stochastic second-order trust region method (Q5043844) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints (Q5152476) (← links)
- Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems (Q5158768) (← links)
- Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization (Q5242931) (← links)
- A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization (Q5244401) (← links)
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization (Q5737735) (← links)
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs (Q5870771) (← links)
- Block coordinate type methods for optimization and learning (Q5889894) (← links)
- Block Policy Mirror Descent (Q6093281) (← links)
- A stochastic variance reduction algorithm with Bregman distances for structured composite problems (Q6106321) (← links)
- Block mirror stochastic gradient method for stochastic optimization (Q6158991) (← links)
- Unifying framework for accelerated randomized methods in convex optimization (Q6200198) (← links)
- Recent Theoretical Advances in Non-Convex Optimization (Q6355806) (← links)