Universal method for stochastic composite optimization problems
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Cites work
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- scientific article; zbMATH DE number 3790207 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- On lower complexity bounds for large-scale smooth convex optimization
- Primal-dual subgradient methods for convex problems
- Smooth minimization of non-smooth functions
- Stochastic intermediate gradient method for convex optimization problems
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- Universal gradient methods for convex optimization problems
Cited in
(35)- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- Dual methods for finding equilibriums in mixed models of flow distribution in large transportation networks
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- Noisy zeroth-order optimization for non-smooth saddle point problems
- Convex optimization with inexact gradients in Hilbert space and applications to elliptic inverse problems
- Machine learning algorithms of relaxation subgradient method with space extension
- Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
- Accelerated directional search with non-Euclidean prox-structure
- Universal method of searching for equilibria and stochastic equilibria in transportation networks
- The million-variable ``march for stochastic combinatorial optimization
- Comparative analysis of gradient methods for source identification in a diffusion-logistic model
- An optimal method for stochastic composite optimization
- Accelerating Stochastic Composition Optimization
- Efficient numerical methods to solve sparse linear equations with application to PageRank
- Contracting proximal methods for smooth convex optimization
- Generalized momentum-based methods: a Hamiltonian perspective
- Inexact model: a framework for optimization and variational inequalities
- An optimal gradient method for smooth strongly convex minimization
- Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
- Numerical algorithm for source determination in a diffusion-logistic model from integral data based on tensor optimization
- Accelerated gradient methods with absolute and relative noise in the gradient
- Hyperfast second-order local solvers for efficient statistically preconditioned distributed optimization
- Multistage transportation model and sufficient conditions for its potentiality
- First-order methods for convex optimization
- Unifying framework for accelerated randomized methods in convex optimization
- Algorithms with gradient clipping for stochastic optimization with heavy-tailed noise
- Recent theoretical advances in decentralized distributed convex optimization
- An accelerated stochastic mirror descent method
- Complementary composite minimization, small gradients in general norms, and applications
- High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise
- An accelerated decentralized stochastic optimization algorithm with inexact model
- Optimization on a finer scale: bounded local subgradient variation perspective
- Decentralised convex optimisation with probability-proportional-to-size quantization
- Intermediate gradient methods with relative inexactness
- On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions
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