Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization
DOI10.1007/S10957-022-02132-WOpenAlexW4311114022MaRDI QIDQ2679567FDOQ2679567
Publication date: 23 January 2023
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.00425
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Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
Cites Work
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- A Stochastic Approximation Method
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Online learning for matrix factorization and sparse coding
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
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- A hybrid stochastic optimization framework for composite nonconvex optimization
- Stochastic Model-Based Minimization of Weakly Convex Functions
- Stochastic subgradient method converges on tame functions
- Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization
- Online Nonnegative Matrix Factorization With Outliers
Cited In (6)
- Accelerated doubly stochastic gradient descent for tensor CP decomposition
- Stochastic Gauss-Newton algorithm with STORM estimators for nonconvex composite optimization
- A line search based proximal stochastic gradient algorithm with dynamical variance reduction
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
- Asymptotic estimates for \(r\)-Whitney numbers of the second kind
- Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization
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