Stochastic incremental mirror descent algorithms with Nesterov smoothing
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Cites work
- A proximal method for solving nonlinear minmax location problems with perturbed minimal time functions via conjugate duality
- A version of the mirror descent method to solve variational inequalities
- Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
- Adaptive smoothing algorithms for nonsmooth composite convex minimization
- Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
- Convex Analysis
- Duality between subgradient and conditional gradient methods
- Ergodic mirror descent
- Fastest rates for stochastic mirror descent methods
- First-order methods in optimization
- scientific article; zbMATH DE number 3695967 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- Lectures on convex optimization
- Linear coupling: an ultimate unification of gradient and mirror descent
- MAGMA: multilevel accelerated gradient mirror descent algorithm for large-scale convex composite minimization
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- On stochastic subgradient mirror-descent algorithm with weighted averaging
- On the convergence of mirror descent beyond stochastic convex programming
- Optimal subgradient methods: computational properties for large-scale linear inverse problems
- Primal-dual subgradient methods for convex problems
- Smooth minimization of non-smooth functions
- Smoothing and first order methods: a unified framework
- Smoothing techniques and difference of convex functions algorithms for image reconstructions
- Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
- The ordered subsets mirror descent optimization method with applications to tomography
- Unifying mirror descent and dual averaging
- Variable smoothing for convex optimization problems using stochastic gradients
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