First-order methods of smooth convex optimization with inexact oracle
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Cites work
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 4079168 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- A Proximal Bundle Method with Approximate Subgradient Linearizations
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- Optimal methods of smooth convex minimization
- Smooth Optimization with Approximate Gradient
- Smooth minimization of non-smooth functions
- Smoothing technique and its applications in semidefinite optimization
- The effect of deterministic noise in subgradient methods
Cited in
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- Fast proximal algorithms for nonsmooth convex optimization
- Universal gradient methods for convex optimization problems
- On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients
- General convergence analysis of stochastic first-order methods for composite optimization
- Management of a hydropower system via convex duality
- Accelerated methods for saddle-point problem
- Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
- An adaptive accelerated first-order method for convex optimization
- Convergence analysis of inexact randomized iterative methods
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- Fast gradient methods for uniformly convex and weakly smooth problems
- A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming
- Catalyst acceleration for first-order convex optimization: from theory to practice
- Inexact coordinate descent: complexity and preconditioning
- A new convergence analysis and perturbation resilience of some accelerated proximal forward-backward algorithms with errors
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- Distributed optimal coordination for multiple heterogeneous Euler-Lagrangian systems
- Exact worst-case performance of first-order methods for composite convex optimization
- Certification aspects of the fast gradient method for solving the dual of parametric convex programs
- Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization
- New analysis and results for the Frank-Wolfe method
- On the resolution of misspecified convex optimization and monotone variational inequality problems
- Analysis and design of optimization algorithms via integral quadratic constraints
- A family of subgradient-based methods for convex optimization problems in a unifying framework
- CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
- Analysis of biased stochastic gradient descent using sequential semidefinite programs
- Bounds for the tracking error of first-order online optimization methods
- On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
- On the convergence rate of scaled gradient projection method
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Composite convex optimization with global and local inexact oracles
- Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
- Stochastic intermediate gradient method for convex optimization problems
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- Accelerated bundle level methods with inexact oracle
- Flexible low-rank statistical modeling with missing data and side information
- On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- Conditional gradient type methods for composite nonlinear and stochastic optimization
- An optimal subgradient algorithm with subspace search for costly convex optimization problems
- Stochastic model-based minimization of weakly convex functions
- An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints
- OSGA: a fast subgradient algorithm with optimal complexity
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
- Generalized maximum entropy estimation
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Fast gradient descent for convex minimization problems with an oracle producing a \(( \delta, L)\)-model of function at the requested point
- Robust accelerated gradient methods for smooth strongly convex functions
- First-order methods for convex optimization
- Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
- New results on subgradient methods for strongly convex optimization problems with a unified analysis
- Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
- Smooth Optimization with Approximate Gradient
- Universal method for stochastic composite optimization problems
- Generalized uniformly optimal methods for nonlinear programming
- Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
- Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
- Analysis of optimization algorithms via integral quadratic constraints: nonstrongly convex problems
- An accelerated method for derivative-free smooth stochastic convex optimization
- Robust hybrid zero-order optimization algorithms with acceleration via averaging in time
- Efficient first-order methods for convex minimization: a constructive approach
- A flexible coordinate descent method
- Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
- Inexact first-order primal-dual algorithms
- Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
- Convergence rates of accelerated proximal gradient algorithms under independent noise
- Adaptive constraint satisfaction for Markov decision process congestion games: application to transportation networks
- Decentralized saddle-point problems with different constants of strong convexity and strong concavity
- Augmented Lagrangian optimization under fixed-point arithmetic
- Optimal Affine-Invariant Smooth Minimization Algorithms
- First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants
- Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
- Towards accelerated rates for distributed optimization over time-varying networks
- High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise
- Universal intermediate gradient method for convex problems with inexact oracle
- Exact gradient methods with memory
- Gradient-Type Methods for Optimization Problems with Polyak-Łojasiewicz Condition: Early Stopping and Adaptivity to Inexactness Parameter
- Implicit regularization with strongly convex bias: Stability and acceleration
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
- Distributed optimization with inexact oracle
- A new homotopy proximal variable-metric framework for composite convex minimization
- Principled analyses and design of first-order methods with inexact proximal operators
- Inexact model: a framework for optimization and variational inequalities
- Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
- Utility/privacy trade-off as regularized optimal transport
- Accelerated iterative regularization via dual diagonal descent
- Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
- Algorithms with gradient clipping for stochastic optimization with heavy-tailed noise
- A heuristic adaptive fast gradient method in stochastic optimization problems
- Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
- A universal modification of the linear coupling method
- Optimization for deep learning: an overview
- Scheduled restart momentum for accelerated stochastic gradient descent
- Variable Projection for NonSmooth Problems
- An accelerated first-order method for non-convex optimization on manifolds
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