Pages that link to "Item:Q4620418"
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The following pages link to Stochastic Model-Based Minimization of Weakly Convex Functions (Q4620418):
Displaying 50 items.
- An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity (Q2020598) (← links)
- Variable smoothing for weakly convex composite functions (Q2031930) (← links)
- Variable smoothing incremental aggregated gradient method for nonsmooth nonconvex regularized optimization (Q2047203) (← links)
- Stochastic proximal splitting algorithm for composite minimization (Q2047212) (← links)
- A zeroth order method for stochastic weakly convex optimization (Q2057220) (← links)
- Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks (Q2058689) (← links)
- Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence (Q2067681) (← links)
- Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces (Q2082546) (← links)
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization (Q2089785) (← links)
- Perturbed iterate SGD for Lipschitz continuous loss functions (Q2093279) (← links)
- Distributed stochastic nonsmooth nonconvex optimization (Q2102823) (← links)
- Provably training overparameterized neural network classifiers with non-convex constraints (Q2106783) (← links)
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization (Q2125072) (← links)
- Proximal methods avoid active strict saddles of weakly convex functions (Q2143222) (← links)
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints (Q2148118) (← links)
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization (Q2149551) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Sub-linear convergence of a stochastic proximal iteration method in Hilbert space (Q2162529) (← links)
- Stochastic AUC optimization with general loss (Q2191849) (← links)
- Primal-dual block-proximal splitting for a class of non-convex problems (Q2218923) (← links)
- Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria (Q2220664) (← links)
- Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization (Q2228354) (← links)
- Stochastic subgradient method converges on tame functions (Q2291732) (← links)
- Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization (Q2679567) (← links)
- On the computation of equilibria in monotone and potential stochastic hierarchical games (Q2693642) (← links)
- Stochastic Model-Based Minimization of Weakly Convex Functions (Q4620418) (← links)
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization (Q4995000) (← links)
- (Q4998940) (← links)
- Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity (Q5000647) (← links)
- Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods (Q5003207) (← links)
- A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications (Q5026439) (← links)
- Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning (Q5043854) (← links)
- (Q5054653) (← links)
- Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning (Q5071109) (← links)
- Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates (Q5072589) (← links)
- Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
- Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space (Q5093647) (← links)
- Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization (Q5097019) (← links)
- MultiComposite Nonconvex Optimization for Training Deep Neural Networks (Q5114402) (← links)
- An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems (Q5162651) (← links)
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization (Q5220424) (← links)
- Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems (Q5231692) (← links)
- Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity (Q5233106) (← links)
- Accelerate stochastic subgradient method by leveraging local growth condition (Q5236746) (← links)
- Distributed Stochastic Inertial-Accelerated Methods with Delayed Derivatives for Nonconvex Problems (Q5863523) (← links)
- Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming (Q5869814) (← links)
- Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems (Q6049347) (← links)
- A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems (Q6051310) (← links)
- Nonconvex optimization with inertial proximal stochastic variance reduction gradient (Q6052662) (← links)
- A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization (Q6066421) (← links)