Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization
From MaRDI portal
Publication:2945126
DOI10.1137/140983938zbMath1342.93125arXiv1408.2597OpenAlexW2963264932MaRDI QIDQ2945126
Publication date: 9 September 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.2597
nonsmooth optimizationconvex optimizationnonconvex optimizationstochastic gradient methodblock coordinate updates
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Stochastic programming (90C15) Optimal stochastic control (93E20) Acceleration of convergence in numerical analysis (65B99)
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