A normal map-based proximal stochastic gradient method: convergence and identification properties
From MaRDI portal
Cites work
- A new random reshuffling method for nonsmooth nonconvex finite-sum optimization
- A proximal method for composite minimization
- A proximal stochastic gradient method with progressive variance reduction
- A Stochastic Approximation Method
- A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization
- A stochastic semismooth Newton method for nonsmooth nonconvex optimization
- A trust region-type normal map-based semismooth Newton method for nonsmooth nonconvex composite optimization
- Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification
- Active Sets, Nonsmoothness, and Sensitivity
- Activity identification and local linear convergence of forward-backward-type methods
- Almost sure convergence rates of stochastic proximal gradient descent algorithm
- Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems
- Analysis of recursive stochastic algorithms
- Asymptotic optimality in stochastic optimization
- Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
- Bregman Finito/MISO for nonconvex regularized finite sum minimization without Lipschitz gradient continuity
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- Clarke Subgradients of Stratifiable Functions
- Complements of subanalytic sets and existential formulas for analytic functions
- Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema
- Convergence of Random Reshuffling under the Kurdyka–Łojasiewicz Inequality
- Convergence of stochastic gradient descent schemes for Łojasiewicz-landscapes
- Convergence of stochastic proximal gradient algorithm
- Convergence of the Iterates of Descent Methods for Analytic Cost Functions
- Convergence of the Momentum Method for Semialgebraic Functions with Locally Lipschitz Gradients
- Convex analysis and monotone operator theory in Hilbert spaces
- Dual averaging methods for regularized stochastic learning and online optimization
- Efficiency of minimizing compositions of convex functions and smooth maps
- Efficient online and batch learning using forward backward splitting
- Error bounds, quadratic growth, and linear convergence of proximal methods
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- First-order methods in optimization
- scientific article; zbMATH DE number 1160037 (Why is no real title available?)
- scientific article; zbMATH DE number 1405930 (Why is no real title available?)
- scientific article; zbMATH DE number 6253925 (Why is no real title available?)
- scientific article; zbMATH DE number 3371284 (Why is no real title available?)
- scientific article; zbMATH DE number 3400258 (Why is no real title available?)
- Lectures on stochastic programming. Modeling and theory.
- Manifold identification in dual averaging for regularized stochastic online learning
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- Model Consistency of Partly Smooth Regularizers
- Normal Maps Induced by Linear Transformations
- Note on the derivatives with respect to a parameter of the solutions of a system of differential equations.
- On gradients of functions definable in o-minimal structures
- On perturbed proximal gradient algorithms
- On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
- Optimization methods for large-scale machine learning
- Partial Smoothness, Tilt Stability, and Generalized Hessians
- Pattern recognition and machine learning.
- Primal-dual subgradient methods for convex problems
- Probability theory. An analytic view.
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
- Proximité et dualité dans un espace hilbertien
- Robust principal component analysis?
- Robust Stochastic Approximation Approach to Stochastic Programming
- Robust video restoration by joint sparse and low rank matrix approximation
- Splitting methods with variable metric for Kurdyka-Łojasiewicz functions and general convergence rates
- Stochastic approximation methods for constrained and unconstrained systems
- Stochastic Fixed-Point Iterations for Nonexpansive Maps: Convergence and Error Bounds
- Stochastic Methods for Composite and Weakly Convex Optimization Problems
- Stochastic model-based minimization of weakly convex functions
- Stochastic proximal splitting algorithm for composite minimization
- Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- Stochastic subgradient method converges on tame functions
- The elements of statistical learning. Data mining, inference, and prediction
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Variational Analysis
This page was built for publication: A normal map-based proximal stochastic gradient method: convergence and identification properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7321611)