Stochastic composition optimization of functions without Lipschitz continuous gradient (Q6108982)

scientific article; zbMATH DE number 7719327

Language	Label	Description	Also known as
English	Stochastic composition optimization of functions without Lipschitz continuous gradient	scientific article; zbMATH DE number 7719327

Statements

instance of

scholarly article

0 references

title

Stochastic composition optimization of functions without Lipschitz continuous gradient (English)

0 references

published in

Journal of Optimization Theory and Applications

0 references

publication date

26 July 2023

0 references

full work available at URL

https://arxiv.org/abs/2207.09364

0 references

zbMATH Keywords

composition optimization

0 references

stochastic optimization algorithm

0 references

Bregman subproblem

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima

0 references

Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations

0 references

Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities

0 references

Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates

0 references

On linear convergence of non-Euclidean gradient methods without strong convexity and Lipschitz gradient continuity

0 references

A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications

0 references

Mirror descent and nonlinear projected subgradient methods for convex optimization.

0 references

The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography

0 references

Algorithms and applications for approximate nonnegative matrix factorization

0 references

First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems

0 references

Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients

0 references

Q2809807

0 references

Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions

0 references

Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization

0 references

Independent Component Analysis and Blind Signal Separation

0 references

Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems

0 references

Q2934010

0 references

Statistical estimation of composite risk functionals and risk optimization problems

0 references

Optimal complexity and certification of Bregman first-order methods

0 references

Q3944348

0 references

Sample Average Approximation Method for Compound Stochastic Optimization Problems

0 references

Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization

0 references

A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization

0 references

Fastest rates for stochastic mirror descent methods

0 references

Accelerated Bregman proximal gradient methods for relatively smooth convex optimization

0 references

Analysis of biased stochastic gradient descent using sequential semidefinite programs

0 references

Learning the parts of objects by non-negative matrix factorization

0 references

Relatively Smooth Convex Optimization by First-Order Methods, and Applications

0 references

Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Nonconvex Optimization

0 references

Robust Stochastic Approximation Approach to Stochastic Programming

0 references

Q3967358

0 references

A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization

0 references

Q4626283

0 references

A simplified view of first order methods for optimization

0 references

Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

0 references

Multilevel Stochastic Gradient Methods for Nested Composition Optimization

0 references

MultiLevel Composite Stochastic Optimization via Nested Variance Reduction

0 references

Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization

0 references

Identifiers

arXiv ID

2207.09364

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

10.1007/S10957-023-02180-W

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6108982