Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
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Cites work
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- First-order methods of smooth convex optimization with inexact oracle
- Gradient methods for minimizing composite functions
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- Introductory lectures on convex optimization. A basic course.
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization. II: Shrinking procedures and optimal algorithms
- Robust Stochastic Approximation Approach to Stochastic Programming
- Validation analysis of mirror descent stochastic approximation method
Cited in
(40)- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- Universal method for stochastic composite optimization problems
- Composite convex optimization with global and local inexact oracles
- An accelerated directional derivative method for smooth stochastic convex optimization
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- Convex optimization with inexact gradients in Hilbert space and applications to elliptic inverse problems
- Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
- Gradient methods for problems with inexact model of the objective
- Fast gradient descent for convex minimization problems with an oracle producing a ( , L)-model of function at the requested point
- Stochastic intermediate gradient method for convex optimization problems
- Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
- Inexact coordinate descent: complexity and preconditioning
- Efficient numerical methods for entropy-linear programming problems
- First-order methods of smooth convex optimization with inexact oracle
- Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
- An accelerated method for derivative-free smooth stochastic convex optimization
- Empirical risk minimization in the non-interactive local model of differential privacy
- Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
- Robust accelerated gradient methods for smooth strongly convex functions
- Inexact model: a framework for optimization and variational inequalities
- Universal intermediate gradient method for convex problems with inexact oracle
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
- Subgradient ellipsoid method for nonsmooth convex problems
- Accelerated gradient methods with absolute and relative noise in the gradient
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
- PAC learning halfspaces in non-interactive local differential privacy model with public unlabeled data
- Stochastic regularized Newton methods for nonlinear equations
- First-order methods for convex optimization
- Unifying framework for accelerated randomized methods in convex optimization
- Recent theoretical advances in decentralized distributed convex optimization
- Inexact tensor methods and their application to stochastic convex optimization
- High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise
- Accelerated Bregman gradient methods for relatively smooth and relatively Lipschitz continuous minimization problems
- Intermediate gradient methods with relative inexactness
- Convex semi-infinite programming algorithms with inexact separation oracles
- Proximal gradient methods with inexact oracle of degree q for composite optimization
- Efficient private SCO for heavy-tailed data via averaged clipping
- Adaptive regularized quasi-Newton method using inexact first-order information
- Noninteractive locally private learning of linear models via polynomial approximations
- An inexact first-order descent method with general directions: theory and applications to DE-constrained optimization
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