Search Direction Correction with Normalized Gradient Makes First-Order Methods Faster
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Publication:3382800
DOI10.1137/20M1335480zbMath1477.90107arXiv1905.06507OpenAlexW3201216965MaRDI QIDQ3382800
ZaiWen Wen, Yi-Fei Wang, Zeyu Jia
Publication date: 22 September 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.06507
stochastic optimizationLyapunov functionfirst-order methodscomposite optimizationsearch direction correction
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)
Uses Software
Cites Work
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