Stochastic Gauss-Newton algorithm with STORM estimators for nonconvex composite optimization
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Cites work
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Complexity of stochastic dual dynamic programming
- Modified Gauss–Newton scheme with worst case guarantees for global performance
- Statistical estimation of composite risk functionals and risk optimization problems
- Stochastic nested variance reduction for nonconvex optimization
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
Cited in
(4)- A hybrid stochastic optimization framework for composite nonconvex optimization
- A single timescale stochastic quasi-Newton method for stochastic optimization
- Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
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