Pages that link to "Item:Q2796796"

The following pages link to Stochastic First-Order Methods with Random Constraint Projection (Q2796796):

Displaying 27 items.

• Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
• Stochastic heavy-ball method for constrained stochastic optimization problems (Q778161) (← links)
• Inexact proximal stochastic gradient method for convex composite optimization (Q1694394) (← links)
• Linear convergence of the randomized sparse Kaczmarz method (Q1717238) (← links)
• Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
• On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems (Q2045192) (← links)
• Stochastic proximal splitting algorithm for composite minimization (Q2047212) (← links)
• Quasi-convex feasibility problems: subgradient methods and convergence rates (Q2076909) (← links)
• Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems (Q2129140) (← links)
• Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450) (← links)
• Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
• Almost sure convergence of random projected proximal and subgradient algorithms for distributed nonsmooth convex optimization (Q2977631) (← links)
• Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs (Q4602346) (← links)
• Multilevel Stochastic Gradient Methods for Nested Composition Optimization (Q4629336) (← links)
• String-averaging incremental stochastic subgradient algorithms (Q4631774) (← links)
• Accelerating Stochastic Composition Optimization (Q4637024) (← links)
• Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions (Q4687243) (← links)
• Multiple-sets split quasi-convex feasibility problems: Adaptive subgradient methods with convergence guarantee (Q5088832) (← links)
• Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints (Q5114401) (← links)
• A Smooth Inexact Penalty Reformulation of Convex Problems with Linear Constraints (Q5152474) (← links)
• New nonasymptotic convergence rates of stochastic proximal point algorithm for stochastic convex optimization (Q5162590) (← links)
• Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities (Q5219716) (← links)
• Two stochastic optimization algorithms for convex optimization with fixed point constraints (Q5379458) (← links)
• A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems (Q6051310) (← links)
• A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)
• Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities (Q6538806) (← links)
• A stochastic moving ball approximation method for smooth convex constrained minimization (Q6642788) (← links)