Stochastic intermediate gradient method for convex problems with stochastic inexact oracle
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Cites work
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 3828663 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- First-order methods of smooth convex optimization with inexact oracle
- Gradient methods for minimizing composite functions
- 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
(32)- Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
- 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
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise
- Universal intermediate gradient method for convex problems with inexact oracle
- Inexact coordinate descent: complexity and preconditioning
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
- Inexact model: a framework for optimization and variational inequalities
- Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem
- An accelerated directional derivative method for smooth stochastic convex optimization
- PAC learning halfspaces in non-interactive local differential privacy model with public unlabeled data
- Inexact tensor methods and their application to stochastic convex optimization
- Empirical risk minimization in the non-interactive local model of differential privacy
- Composite convex optimization with global and local inexact oracles
- Stochastic intermediate gradient method for convex optimization problems
- Accelerated gradient methods with absolute and relative noise in the gradient
- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- Subgradient ellipsoid method for nonsmooth convex problems
- Recent theoretical advances in decentralized distributed convex optimization
- Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
- Stochastic regularized Newton methods for nonlinear equations
- Gradient methods for problems with inexact model of the objective
- Fast gradient descent for convex minimization problems with an oracle producing a \(( \delta, L)\)-model of function at the requested point
- Robust accelerated gradient methods for smooth strongly convex functions
- First-order methods of smooth convex optimization with inexact oracle
- Unifying framework for accelerated randomized methods in convex optimization
- First-order methods for convex optimization
- Universal method for stochastic composite optimization problems
- Efficient numerical methods for entropy-linear programming problems
- An accelerated method for derivative-free smooth stochastic convex optimization
- Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
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