Pages that link to "Item:Q2954396"

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)