Stochastic intermediate gradient method for convex optimization problems

DOI10.1134/S1064562416020071zbMath1342.90131OpenAlexW2403913678MaRDI QIDQ2631196

Pavel Dvurechensky, Alexander V. Gasnikov

Publication date: 29 July 2016

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562416020071

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items (10)

Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle ⋮ An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization ⋮ Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints ⋮ First-order methods for convex optimization ⋮ Unifying framework for accelerated randomized methods in convex optimization ⋮ Universal method for stochastic composite optimization problems ⋮ An accelerated directional derivative method for smooth stochastic convex optimization ⋮ Restarting the accelerated coordinate descent method with a rough strong convexity estimate ⋮ Inexact model: a framework for optimization and variational inequalities ⋮ Universal intermediate gradient method for convex problems with inexact oracle

Cites Work

• First-order methods of smooth convex optimization with inexact oracle
• Introductory lectures on convex optimization. A basic course.
• Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
• Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
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