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swMATH39677MaRDI QIDQ55377FDOQ55377

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Cited In (only showing first 100 items - show all)

• Accelerating incremental gradient optimization with curvature information
• Primal-dual stochastic distributed algorithm for constrained convex optimization
• Adaptivity of stochastic gradient methods for nonconvex optimization
• Title not available (Why is that?)
• Nonsmoothness in machine learning: specific structure, proximal identification, and applications
• Stochastic nested variance reduction for nonconvex optimization
• On variance reduction for stochastic smooth convex optimization with multiplicative noise
• Second-order stochastic optimization for machine learning in linear time
• Incremental majorization-minimization optimization with application to large-scale machine learning
• Optimization methods for large-scale machine learning
• Nonasymptotic convergence of stochastic proximal point methods for constrained convex optimization
• Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
• A globally convergent incremental Newton method
• A Continuous-Time Analysis of Distributed Stochastic Gradient
• Title not available (Why is that?)
• Fastest rates for stochastic mirror descent methods
• Stochastic proximal linear method for structured non-convex problems
• Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems
• A tight bound of hard thresholding
• Catalyst acceleration for first-order convex optimization: from theory to practice
• A distributed flexible delay-tolerant proximal gradient algorithm
• Accelerated methods for nonconvex optimization
• Stochastic reformulations of linear systems: algorithms and convergence theory
• A smooth inexact penalty reformulation of convex problems with linear constraints
• Generalized stochastic Frank-Wolfe algorithm with stochastic ``substitute gradient for structured convex optimization
• Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
• Deep relaxation: partial differential equations for optimizing deep neural networks
• An optimal randomized incremental gradient method
• IQN: an incremental quasi-Newton method with local superlinear convergence rate
• Accelerated stochastic variance reduction for a class of convex optimization problems
• A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods
• Stochastic variance reduced gradient methods using a trust-region-like scheme
• Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets
• A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
• Efficient first-order methods for convex minimization: a constructive approach
• Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
• Convergence rates of accelerated proximal gradient algorithms under independent noise
• Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
• Stochastic trust-region methods with trust-region radius depending on probabilistic models
• Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications
• Accelerating variance-reduced stochastic gradient methods
• Random gradient extrapolation for distributed and stochastic optimization
• A stochastic primal-dual method for a class of nonconvex constrained optimization
• Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization
• On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
• Global convergence rate of proximal incremental aggregated gradient methods
• Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation
• On stochastic mirror descent with interacting particles: convergence properties and variance reduction
• Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training
• Primal-dual incremental gradient method for nonsmooth and convex optimization problems
• Inexact proximal stochastic gradient method for convex composite optimization
• Title not available (Why is that?)
• A stochastic semismooth Newton method for nonsmooth nonconvex optimization
• Why random reshuffling beats stochastic gradient descent
• Convergence of stochastic proximal gradient algorithm
• Stochastic optimization using a trust-region method and random models
• A hybrid stochastic optimization framework for composite nonconvex optimization
• Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
• Adaptive sampling strategies for stochastic optimization
• Convergence rate of incremental gradient and incremental Newton methods
• Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
• High-dimensional model recovery from random sketched data by exploring intrinsic sparsity
• A Newton Frank-Wolfe method for constrained self-concordant minimization
• Stochastic primal-dual coordinate method for regularized empirical risk minimization
• Modern regularization methods for inverse problems
• Title not available (Why is that?)
• A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
• Parallelizing stochastic gradient descent for least squares regression: mini-batching, averaging, and model misspecification
• Asymptotic optimality in stochastic optimization
• Trimmed statistical estimation via variance reduction
• Stochastic variance-reduced cubic regularization methods
• Title not available (Why is that?)
• Analysis of biased stochastic gradient descent using sequential semidefinite programs
• A linearly convergent stochastic recursive gradient method for convex optimization
• Laplacian smoothing gradient descent
• Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport
• A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization
• A general distributed dual coordinate optimization framework for regularized loss minimization
• Surpassing gradient descent provably: a cyclic incremental method with linear convergence rate
• Title not available (Why is that?)
• An Optimal Algorithm for Decentralized Finite-Sum Optimization
• Some limit properties of Markov chains induced by recursive stochastic algorithms
• Title not available (Why is that?)
• An analysis of stochastic variance reduced gradient for linear inverse problems ^*
• Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
• DESTRESS: Computation-Optimal and Communication-Efficient Decentralized Nonconvex Finite-Sum Optimization
• Statistics of robust optimization: a generalized empirical likelihood approach
• An accelerated variance reducing stochastic method with Douglas-Rachford splitting
• Block layer decomposition schemes for training deep neural networks
• A class of parallel doubly stochastic algorithms for large-scale learning
• Inertial accelerated SGD algorithms for solving large-scale lower-rank tensor CP decomposition problems
• Linear convergence of prox-SVRG method for separable non-smooth convex optimization problems under bounded metric subregularity
• An inexact variable metric proximal point algorithm for generic quasi-Newton acceleration
• Forward-reflected-backward method with variance reduction
• Quasi-Newton methods for machine learning: forget the past, just sample
• Fit without fear: remarkable mathematical phenomena of deep learning through the prism of interpolation
• Accelerating mini-batch SARAH by step size rules
• Variance reduction for dependent sequences with applications to stochastic gradient MCMC
• A new homotopy proximal variable-metric framework for composite convex minimization
• Accelerated dual-averaging primal–dual method for composite convex minimization

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