A stochastic variance reduction algorithm with Bregman distances for structured composite problems
From MaRDI portal
Publication:6106321
DOI10.1080/02331934.2022.2027413zbMath1519.90140arXiv2103.08822MaRDI QIDQ6106321
Publication date: 27 June 2023
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.08822
stochastic optimization; linear convergence; variance reduction; primal-dual algorithm; ergodic convergence; Bregman distance; reflected method
90C25: Convex programming
65K10: Numerical optimization and variational techniques
90C15: Stochastic programming
65Y20: Complexity and performance of numerical algorithms
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