On variance reduction for stochastic smooth convex optimization with multiplicative noise
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Publication:1739038
DOI10.1007/s10107-018-1297-xzbMath1411.65082arXiv1705.02969OpenAlexW2962930655MaRDI QIDQ1739038
Publication date: 24 April 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.02969
complexitystochastic approximationaccelerationvariance reductionmultiplicative noisesmooth convex optimizationcomposite optimizationdynamic sampling
Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Stochastic approximation (62L20) Complexity and performance of numerical algorithms (65Y20)
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