Convergence analysis of stochastic accelerated gradient methods for generalized smooth optimizations
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Cites work
- A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Stochastic Approximation Method
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
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- An optimal method for stochastic composite optimization
- Convergence rates for deterministic and stochastic subgradient methods without Lipschitz continuity
- Efficiency of coordinate descent methods on huge-scale optimization problems
- High probability bounds on AdaGrad for constrained weakly convex optimization
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 7306906 (Why is no real title available?)
- Lower bounds for non-convex stochastic optimization
- Optimization methods for large-scale machine learning
- Robust Stochastic Approximation Approach to Stochastic Programming
- Smooth minimization of non-smooth functions
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
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