High probability bounds on AdaGrad for constrained weakly convex optimization
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- Efficiency of minimizing compositions of convex functions and smooth maps
- Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
- scientific article; zbMATH DE number 7306906 (Why is no real title available?)
- Lectures on convex optimization
- Lower bounds for non-convex stochastic optimization
- Modified Fejér sequences and applications
- Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints
- On the Generalization Ability of On-Line Learning Algorithms
- Online Regularized Classification Algorithms
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- Rates of convergence of randomized Kaczmarz algorithms in Hilbert spaces
- Robust principal component analysis?
- Robust Stochastic Approximation Approach to Stochastic Programming
- Solving (most) of a set of quadratic equalities: composite optimization for robust phase retrieval
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
- Stochastic model-based minimization of weakly convex functions
- The nonsmooth landscape of phase retrieval
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