Oblivious stochastic convex optimization
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Cites work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Stochastic Smoothing Algorithm for Semidefinite Programming
- Adaptive subgradient methods for online learning and stochastic optimization
- An optimal method for stochastic composite optimization
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- Fast first-order methods for composite convex optimization with backtracking
- Gradient methods for minimizing composite functions
- scientific article; zbMATH DE number 4015993 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization. II: Shrinking procedures and optimal algorithms
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Relatively smooth convex optimization by first-order methods, and applications
- Robust Stochastic Approximation Approach to Stochastic Programming
- Scalable semidefinite programming
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