Gradient descent for convex and smooth noisy optimization

DOI10.1090/MCOM/4103MaRDI QIDQ7228658zbMATH OpenFDO

Authors Feifei Hu, Mathieu Gerber

Publication date 14 April 2026

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/MCOM/4103

zbMATH Keywords

convexgradient descentoptimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25)

Cites work

• Asymptotic and finite-sample properties of estimators based on stochastic gradients
• Asymptotic Statistics
• Bandits With Heavy Tail
• Convergence rates for the stochastic gradient descent method for non-convex objective functions
• scientific article; zbMATH DE number 2121590 (Why is no real title available?)
• Lectures on convex optimization
• Optimal budget allocation for sample average approximation
• Optimization methods for large-scale machine learning
• Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
• Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
• Sub-Gaussian mean estimators

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