Erratum to: ``Minimizing finite sums with the stochastic average gradient
DOI10.1007/S10107-016-1051-1zbMATH Open1417.90099OpenAlexW2464070257MaRDI QIDQ517296FDOQ517296
Authors: Mark Schmidt, Nicolas Le Roux, Francis Bach 
Publication date: 23 March 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1051-1
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Stochastic approximation (62L20) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30) Stochastic programming (90C15)
Cited In (14)
- Title not available (Why is that?)
- Algorithms for stochastic optimization with function or expectation constraints
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- On data preconditioning for regularized loss minimization
- Generalization properties of doubly stochastic learning algorithms
- An optimal randomized incremental gradient method
- Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
- An overview of stochastic quasi-Newton methods for large-scale machine learning
- Improved asynchronous parallel optimization analysis for stochastic incremental methods
- Stochastic heavy-ball method for constrained stochastic optimization problems
- Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
- Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement
- Stochastic primal-dual coordinate method for regularized empirical risk minimization
- A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
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