Stochastic first-order methods with random constraint projection
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- scientific article; zbMATH DE number 4054942
Cites work
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- Incremental constraint projection methods for variational inequalities
- Incremental proximal methods for large scale convex optimization
- Incremental subgradient methods for nondifferentiable optimization
- Information-Theoretic Lower Bounds on the Oracle Complexity of Stochastic Convex Optimization
- On Projection Algorithms for Solving Convex Feasibility Problems
- Random algorithms for convex minimization problems
- Randomized methods for linear constraints: convergence rates and conditioning
- Relaxed Alternating Projection Methods
- The method of projections for finding the common point of convex sets
- The rate of convergence for the cyclic projections algorithm. I: Angles between convex sets
- The rate of convergence for the cyclic projections algorithm. II: Norms of nonlinear operators
- The rate of convergence for the cyclic projections algorithm. III: Regularity of convex sets
Cited in
(38)- Inexact proximal stochastic gradient method for convex composite optimization
- Linear convergence of the randomized sparse Kaczmarz method
- Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
- On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
- Stochastic proximal splitting algorithm for composite minimization
- Quasi-convex feasibility problems: subgradient methods and convergence rates
- Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
- Randomized first order algorithms with applications to \(\ell _{1}\)-minimization
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- Almost sure convergence of random projected proximal and subgradient algorithms for distributed nonsmooth convex optimization
- Iterative decomposition of stochastic optimization problems with first-order partial differential equations
- Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
- Multilevel stochastic gradient methods for nested composition optimization
- String-averaging incremental stochastic subgradient algorithms
- Accelerating Stochastic Composition Optimization
- Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
- A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
- Multiple-sets split quasi-convex feasibility problems: adaptive subgradient methods with convergence guarantee
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- A smooth inexact penalty reformulation of convex problems with linear constraints
- New nonasymptotic convergence rates of stochastic proximal point algorithm for stochastic convex optimization
- Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
- Randomized projection methods for convex feasibility: conditioning and convergence rates
- Two stochastic optimization algorithms for convex optimization with fixed point constraints
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence
- Random algorithms for convex minimization problems
- Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
- A stochastic moving ball approximation method for smooth convex constrained minimization
- Spectral projected gradient method for stochastic optimization
- Near-optimal stochastic approximation for online principal component estimation
- An improved random projection-type algorithm for solving multiple-sets split feasibility problems with application to medical radiotherapy
- Stochastic heavy-ball method for constrained stochastic optimization problems
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