Pages that link to "Item:Q431018"
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The following pages link to An optimal method for stochastic composite optimization (Q431018):
Displaying 50 items.
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
- Stochastic forward-backward splitting for monotone inclusions (Q289110) (← links)
- Gradient sliding for composite optimization (Q312670) (← links)
- On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients (Q315517) (← links)
- New results on subgradient methods for strongly convex optimization problems with a unified analysis (Q316174) (← links)
- First-order methods of smooth convex optimization with inexact oracle (Q403634) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- Conditional gradient algorithms for norm-regularized smooth convex optimization (Q494314) (← 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)
- Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
- Inexact proximal stochastic gradient method for convex composite optimization (Q1694394) (← links)
- Stochastic heavy ball (Q1697485) (← links)
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
- Approximation algorithms from inexact solutions to semidefinite programming relaxations of combinatorial optimization problems (Q1751224) (← links)
- An optimal randomized incremental gradient method (Q1785198) (← links)
- Convergence of stochastic proximal gradient algorithm (Q2019902) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- An accelerated directional derivative method for smooth stochastic convex optimization (Q2029381) (← links)
- General convergence analysis of stochastic first-order methods for composite optimization (Q2032020) (← links)
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization (Q2103421) (← links)
- On stochastic accelerated gradient with convergence rate (Q2111814) (← links)
- A multi-step doubly stabilized bundle method for nonsmooth convex optimization (Q2177698) (← links)
- ASD+M: automatic parameter tuning in stochastic optimization and on-line learning (Q2179079) (← links)
- Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
- Bridging the gap between constant step size stochastic gradient descent and Markov chains (Q2196224) (← links)
- Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
- A modular analysis of adaptive (non-)convex optimization: optimism, composite objectives, variance reduction, and variational bounds (Q2290691) (← links)
- Communication-efficient algorithms for decentralized and stochastic optimization (Q2297648) (← links)
- Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity (Q2311123) (← links)
- Generalized uniformly optimal methods for nonlinear programming (Q2316202) (← links)
- An efficient primal dual prox method for non-smooth optimization (Q2339936) (← links)
- On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators (Q2340520) (← links)
- \(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers (Q2423860) (← links)
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- Accelerated stochastic variance reduction for a class of convex optimization problems (Q2696969) (← links)
- Conditional Gradient Sliding for Convex Optimization (Q2816241) (← links)
- A family of subgradient-based methods for convex optimization problems in a unifying framework (Q2829570) (← links)
- On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes (Q2832894) (← links)
- A smoothing stochastic gradient method for composite optimization (Q2926083) (← links)
- Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization (Q2945126) (← links)
- Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization (Q2954396) (← links)
- Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
- A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization (Q3174787) (← links)
- Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent (Q4638051) (← links)
- Accelerated Extra-Gradient Descent: A Novel Accelerated First-Order Method (Q4993286) (← links)
- An Optimal High-Order Tensor Method for Convex Optimization (Q5026443) (← links)
- Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems (Q5085148) (← links)
