An accelerated directional derivative method for smooth stochastic convex optimization
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Publication:2029381
DOI10.1016/j.ejor.2020.08.027zbMath1487.90524arXiv1804.02394OpenAlexW2796416676MaRDI QIDQ2029381
Eduard Gorbunov, Pavel Dvurechensky, Alexander V. Gasnikov
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.02394
Numerical mathematical programming methods (65K05) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
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