Stochastic Gauss-Newton algorithm with STORM estimators for nonconvex composite optimization
DOI10.1007/S12190-022-01722-1zbMATH Open1499.65237OpenAlexW4220922236WikidataQ114206554 ScholiaQ114206554MaRDI QIDQ2103169FDOQ2103169
Authors: Zhaoxin Wang, Bo Wen 
Publication date: 13 December 2022
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-022-01722-1
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Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
Cites Work
- Title not available (Why is that?)
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Modified Gauss–Newton scheme with worst case guarantees for global performance
- Stochastic nested variance reduction for nonconvex optimization
- Statistical estimation of composite risk functionals and risk optimization problems
- Complexity of stochastic dual dynamic programming
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
Cited In (3)
- Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems
- Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
- A hybrid stochastic optimization framework for composite nonconvex optimization
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