scientific article; zbMATH DE number 3790208

Publication date 1983

convergence convex problems with stochastic disturbances effectiveness of optimization algorithms gradient methods method efficiency problem complexity smooth convex problems strictly convex problems suboptimal methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Analysis of algorithms and problem complexity (68Q25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Cited in

(only showing first 100 items - show all)

Exploiting special structure in semidefinite programming: a survey of theory and applications
On the optimal solution of large eigenpair problems
A survey of information-based complexity
Communication complexity of convex optimization
Average complexity of divide-and-conquer algorithms
Optimal search algorithm for a minimum of a discrete periodic bimodal function
Optimal search algorithm for extrema of a discrete periodic bimodal function
Randomization for continuous problems
On optimality of Krylov's information when solving linear operator equations
Information-based complexity of linear operator equations
Projection algorithms for linear programming
Lower bounds for the complexity of Monte Carlo function approximation
On the computational complexity of integral equations
Geometric median and robust estimation in Banach spaces
Method of centers for minimizing generalized eigenvalues
The complexity of dynamic programming
Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming
On the communication complexity of Lipschitzian optimization for the coordinated model of computation
Riemannian game dynamics
Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
A simplified view of first order methods for optimization
Sampling from a log-concave distribution with projected Langevin Monte Carlo
Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments
A fast dual proximal gradient algorithm for convex minimization and applications
Convergence analysis of primal-dual based methods for total variation minimization with finite element approximation
On the information-adaptive variants of the ADMM: an iteration complexity perspective
Optimal deterministic algorithm generation
Stochastic mirror descent method for distributed multi-agent optimization
On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions
Accelerated schemes for a class of variational inequalities
Optimal subgradient algorithms for large-scale convex optimization in simple domains
Stochastic heavy ball
On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
Scale-free online learning
Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
Distributed constrained optimization via continuous-time mirror design
Accelerated first-order methods for hyperbolic programming
Conditional gradient type methods for composite nonlinear and stochastic optimization
Learning in games with continuous action sets and unknown payoff functions
A conjugate gradient algorithm under Yuan-Wei-Lu line search technique for large-scale minimization optimization models
Proximal alternating penalty algorithms for nonsmooth constrained convex optimization
On variance reduction for stochastic smooth convex optimization with multiplicative noise
Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
An optimal randomized incremental gradient method
A simple algorithm for a class of nonsmooth convex-concave saddle-point problems
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
Mirror descent and nonlinear projected subgradient methods for convex optimization.
On average case errors in numerical analysis
Asymptotic error for the global maximum of functions in s dimensions
Functional aggregation for nonparametric regression.
Complexity of nonlinear two-point boundary-value problems
A recursive algorithm for the infinity-norm fixed point problem
A modification of the inscribed ellipsoid method
New variants of bundle methods
Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming
\(H_{\infty}\) identification of ``soft uncertainty models
Global optimization with space-filling curves.
Composite convex optimization with global and local inexact oracles
On the convergence time of a natural dynamics for linear programming
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
Solvable integration problems and optimal sample size selection
Learning from MOM's principles: Le Cam's approach
Convergence of stochastic proximal gradient algorithm
Point process estimation with Mirror Prox algorithms
Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
Natural gradient for combined loss using wavelets
A generalized worst-case complexity analysis for non-monotone line searches
Some worst-case datasets of deterministic first-order methods for solving binary logistic regression
An accelerated directional derivative method for smooth stochastic convex optimization
Bounds for the tracking error of first-order online optimization methods
Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
Is there an analog of Nesterov acceleration for gradient-based MCMC?
Nearly optimal robust mean estimation via empirical characteristic function
A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
Iteratively reweighted _1-penalized robust regression
Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
Fastest rates for stochastic mirror descent methods
Concentration bounds for temporal difference learning with linear function approximation: the case of batch data and uniform sampling
On the oracle complexity of smooth strongly convex minimization
Adaptive regularization for nonconvex optimization using inexact function values and randomly perturbed derivatives
Robust \(k\)-means clustering for distributions with two moments
Hybrid control for tracking environmental level sets by nonholonomic robots in maze-like environments
A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
Randomized block Krylov methods for approximating extreme eigenvalues
Inverse reinforcement learning in contextual MDPs
K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means
Iterative ensemble Kalman methods: a unified perspective with some new variants
A multi-scale method for distributed convex optimization with constraints
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning
Robust and efficient mean estimation: an approach based on the properties of self-normalized sums
On stochastic mirror descent with interacting particles: convergence properties and variance reduction
On Monte-Carlo methods in convex stochastic optimization
Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
Understanding the acceleration phenomenon via high-resolution differential equations
Curiosities and counterexamples in smooth convex optimization
A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
On the convergence analysis of aggregated heavy-ball method

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