Accelerated gradient methods for nonconvex nonlinear and stochastic programming

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DOI10.1007/s10107-015-0871-8zbMath1335.62121arXiv1310.3787OpenAlexW1987083649MaRDI QIDQ263185

Saeed Ghadimi, Guanghui Lan

Publication date: 4 April 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3787

zbMATH Keywords

complexity stochastic programming nonconvex optimization accelerated gradient

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Stochastic programming (90C15) Stochastic approximation (62L20)

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