Pages that link to "Item:Q2921184"

The following pages link to Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization (Q2921184):

Displaying 39 items.

• Stochastic forward-backward splitting for monotone inclusions (Q289110) (← links)
• OSGA: a fast subgradient algorithm with optimal complexity (Q304218) (← links)
• New results on subgradient methods for strongly convex optimization problems with a unified analysis (Q316174) (← links)
• Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
• Stochastic intermediate gradient method for convex problems with stochastic inexact oracle (Q727222) (← links)
• Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises (Q1616222) (← links)
• Universal method for stochastic composite optimization problems (Q1746349) (← links)
• Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) (Q1752352) (← links)
• On problems in the calculus of variations in increasingly elongated domains (Q1754699) (← links)
• Convergence of stochastic proximal gradient algorithm (Q2019902) (← links)
• Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614) (← links)
• Some worst-case datasets of deterministic first-order methods for solving binary logistic regression (Q2028922) (← links)
• An accelerated directional derivative method for smooth stochastic convex optimization (Q2029381) (← links)
• Noisy zeroth-order optimization for non-smooth saddle point problems (Q2104286) (← links)
• Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems (Q2220653) (← links)
• Fast gradient descent for convex minimization problems with an oracle producing a \(( \delta, L)\)-model of function at the requested point (Q2278192) (← links)
• Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
• Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity (Q2311123) (← links)
• Online estimation of the asymptotic variance for averaged stochastic gradient algorithms (Q2317311) (← links)
• Greedy strategies for convex optimization (Q2363679) (← links)
• Primal-dual mirror descent method for constraint stochastic optimization problems (Q2416753) (← links)
• A family of subgradient-based methods for convex optimization problems in a unifying framework (Q2829570) (← links)
• Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization (Q2954396) (← links)
• RSG: Beating Subgradient Method without Smoothness and Strong Convexity (Q4558142) (← links)
• (Q4998940) (← links)
• Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning (Q5081106) (← links)
• Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems (Q5085148) (← links)
• On the Adaptivity of Stochastic Gradient-Based Optimization (Q5114394) (← links)
• Accelerate stochastic subgradient method by leveraging local growth condition (Q5236746) (← links)
• A dual approach for optimal algorithms in distributed optimization over networks (Q5859014) (← links)
• A Stochastic Variance Reduced Primal Dual Fixed Point Method for Linearly Constrained Separable Optimization (Q5860367) (← links)
• Universal intermediate gradient method for convex problems with inexact oracle (Q5865342) (← links)
• Preface (Q5970324) (← links)
• Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact (Q6060544) (← links)
• Optimal Algorithms for Stochastic Complementary Composite Minimization (Q6136660) (← links)
• Simple and fast algorithm for binary integer and online linear programming (Q6160284) (← links)
• First-order methods for convex optimization (Q6169988) (← links)
• Non-quadratic proxy functions in mirror descent method applied to designing of robust controllers for nonlinear dynamic systems with uncertainty (Q6552616) (← links)
• Complementary composite minimization, small gradients in general norms, and applications (Q6634528) (← links)