Randomized smoothing variance reduction method for large-scale non-smooth convex optimization

DOI10.1007/S43069-021-00059-YzbMATH Open1470.90078OpenAlexW3181406714MaRDI QIDQ2033403FDOQ2033403

Wenjie Huang, Xun Zhang

Publication date: 17 June 2021

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43069-021-00059-y

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zbMATH Keywords

variance reductionnon-smooth optimizationlinear convergencestochastic gradient descentrandomized smoothing

Mathematics Subject Classification ID

Convex programming (90C25)

Cites Work

• Nonlinear total variation based noise removal algorithms
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Cited In (3)

• On variance reduction for stochastic smooth convex optimization with multiplicative noise
• Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution
• The smoothed complexity of Frank-Wolfe methods via conditioning of random matrices and polytopes

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