Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
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Cites work
- A proximal stochastic gradient method with progressive variance reduction
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- An algorithm for total variation minimization and applications
- An approximate quasi-Newton bundle-type method for nonsmooth optimization
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- Convergence rate of incremental subgradient algorithms
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- Dual averaging methods for regularized stochastic learning and online optimization
- Fast proximal algorithms for nonsmooth convex optimization
- Generalization bounds for ranking algorithms via algorithmic stability
- Linear convergence of epsilon-subgradient descent methods for a class of convex functions
- Minimizing finite sums with the stochastic average gradient
- New analysis of linear convergence of gradient-type methods via unifying error bound conditions
- Nonlinear total variation based noise removal algorithms
- Online Learning with Kernels
- Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
- RSG: Beating Subgradient Method without Smoothness and Strong Convexity
- Randomized smoothing for stochastic optimization
- Smooth minimization of non-smooth functions
- Sparsity and Smoothness Via the Fused Lasso
- Stochastic Approximation for Risk-Aware Markov Decision Processes
- Stochastic dual coordinate ascent methods for regularized loss minimization
- Survey of Bundle Methods for Nonsmooth Optimization
Cited in
(7)- Randomized smoothing for stochastic optimization
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Stochastic optimization algorithm with variance reduction for solving non-smooth problems
- Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution
- The smoothed complexity of Frank-Wolfe methods via conditioning of random matrices and polytopes
- Variance reduced moving balls approximation method for smooth constrained minimization problems
- Laplacian smoothing gradient descent
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