Inexact proximal stochastic second-order methods for nonconvex composite optimization
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Publication:5135256
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Cites work
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- Complexity bounds for primal-dual methods minimizing the model of objective function
- Conditional gradient type methods for composite nonlinear and stochastic optimization
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- IMRO: A proximal quasi-Newton method for solving _1-regularized least squares problems
- Inexact proximal stochastic gradient method for convex composite optimization
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
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- Pathwise coordinate optimization
- Proximal Newton-type methods for minimizing composite functions
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
- Stochastic primal-dual coordinate method for regularized empirical risk minimization
- Stochastic proximal quasi-Newton methods for non-convex composite optimization
Cited in
(10)- Inexact proximal stochastic gradient method for convex composite optimization
- Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
- An interior stochastic gradient method for a class of non-Lipschitz optimization problems
- Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization
- scientific article; zbMATH DE number 7255141 (Why is no real title available?)
- Stochastic proximal gradient method FOR _1 regularized optimization over a sphere
- LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums
- Second-Order Guarantees of Stochastic Gradient Descent in Nonconvex Optimization
- Complexity of finite-sum optimization with nonsmooth composite functions and non-Lipschitz regularization
- A proximal stochastic quasi-Newton algorithm with dynamical sampling and stochastic line search
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