Stochastic nested primal-dual method for nonconvex constrained composition optimization
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Cites work
- scientific article; zbMATH DE number 1667417 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Accelerating Stochastic Composition Optimization
- Algorithms for stochastic optimization with function or expectation constraints
- An augmented Lagrangian affine scaling method for nonlinear programming
- An augmented Lagrangian trust region method for equality constrained optimization
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- Multilevel composite stochastic optimization via nested variance reduction
- Multilevel stochastic gradient methods for nested composition optimization
- Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview
- Orthogonal nonnegative Tucker decomposition
- Orthogonal nonnegative matrix factorization by sparsity and nuclear norm optimization
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- Sequential quadratic optimization for nonlinear equality constrained stochastic optimization
- Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Stochastic multilevel composition optimization algorithms with level-independent convergence rates
- Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
- The multiplier method of Hestenes and Powell applied to convex programming
- Weakly-convex-concave min-max optimization: provable algorithms and applications in machine learning
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
Cited in
(3)- A two-phase stochastic momentum-based algorithm for nonconvex expectation-constrained optimization
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
- Optimization constraints and practical implementations of a stochastic primal-dual fixed-point algorithm for blind image deconvolution
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