Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms

DOI10.1137/110848876zbMath1293.62167MaRDI QIDQ5408211

Saeed Ghadimi, Guanghui Lan

Publication date: 9 April 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110848876

zbMATH Keywords

complexity; convex optimization; stochastic approximation; large deviation; strong convexity; optimal method

Mathematics Subject Classification ID

68Q25: Analysis of algorithms and problem complexity

90C25: Convex programming

90C15: Stochastic programming

62L20: Stochastic approximation