Block mirror stochastic gradient method for stochastic optimization

DOI10.1007/S10915-023-02110-YMaRDI QIDQ6158991zbMATH OpenFDO

Authors Jinda Yang, Haiming Song, Xin-Xin Li, Di Hou

Publication date 20 June 2023

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10915-023-02110-Y

zbMATH Keywords

convex optimizationnonconvex optimizationstochastic gradientstochastic optimizationblock coordinate descent

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(4)

• Block stochastic gradient iteration for convex and nonconvex optimization
• Stochastic block mirror descent methods for nonsmooth and stochastic optimization
• Markov chain block coordinate descent
• A linearized proximal ADMM for stochastic and large-scale convex optimization

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