Pages that link to "Item:Q4915174"

The following pages link to Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework (Q4915174):

Displaying 50 items.

• Accelerated gradient methods for nonconvex nonlinear and stochastic programming (Q263185) (← links)
• Stochastic forward-backward splitting for monotone inclusions (Q289110) (← links)
• Gradient sliding for composite optimization (Q312670) (← links)
• New results on subgradient methods for strongly convex optimization problems with a unified analysis (Q316174) (← links)
• A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
• Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← 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)
• On the information-adaptive variants of the ADMM: an iteration complexity perspective (Q1668725) (← links)
• Accelerated schemes for a class of variational inequalities (Q1680963) (← links)
• On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) (← links)
• Inexact proximal stochastic gradient method for convex composite optimization (Q1694394) (← links)
• Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market (Q1709750) (← links)
• On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
• An optimal randomized incremental gradient method (Q1785198) (← links)
• Convergence of stochastic proximal gradient algorithm (Q2019902) (← links)
• Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
• Fast and safe: accelerated gradient methods with optimality certificates and underestimate sequences (Q2044479) (← links)
• Fastest rates for stochastic mirror descent methods (Q2044496) (← links)
• Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
• Convergence analysis of the stochastic reflected forward-backward splitting algorithm (Q2091216) (← links)
• On stochastic accelerated gradient with convergence rate (Q2111814) (← links)
• On strongly quasiconvex functions: existence results and proximal point algorithms (Q2116608) (← links)
• On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
• Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints (Q2138441) (← links)
• Accelerated gradient sliding for structured convex optimization (Q2141354) (← links)
• Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
• Algorithms for stochastic optimization with function or expectation constraints (Q2181600) (← links)
• Optimizing cluster structures with inner product induced norm based dissimilarity measures: theoretical development and convergence analysis (Q2282276) (← links)
• Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants (Q2282819) (← links)
• Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
• Communication-efficient algorithms for decentralized and stochastic optimization (Q2297648) (← links)
• Robust extremum seeking for a second order uncertain plant using a sliding mode controller (Q2299194) (← links)
• Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization (Q2398094) (← links)
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
• Stochastic intermediate gradient method for convex optimization problems (Q2631196) (← links)
• Distributed communication-sliding mirror-descent algorithm for nonsmooth resource allocation problem (Q2674925) (← links)
• Conditional Gradient Sliding for Convex Optimization (Q2816241) (← links)
• A family of subgradient-based methods for convex optimization problems in a unifying framework (Q2829570) (← links)
• On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes (Q2832894) (← links)
• A smoothing stochastic gradient method for composite optimization (Q2926083) (← links)
• Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization (Q2954396) (← links)
• Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
• Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770) (← links)
• Random Gradient Extrapolation for Distributed and Stochastic Optimization (Q4687240) (← links)
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• 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)