Variance reduced moving balls approximation method for smooth constrained minimization problems
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Cites work
- A Stochastic Approximation Method
- A linearly convergent stochastic recursive gradient method for convex optimization
- A moving balls approximation method for a class of smooth constrained minimization problems
- A stochastic moving balls approximation method over a smooth inequality constraint
- A survey on Neyman-Pearson classification and suggestions for future research
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
- Algorithms for Fitting the Constrained Lasso
- Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
- Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
- First-order methods in optimization
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Lectures on convex optimization
- Linear convergence of cyclic SAGA
- Linear convergence of first order methods for non-strongly convex optimization
- Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs
- Neyman-Pearson classification, convexity and stochastic constraints
- Optimization methods for large-scale machine learning
- Restricted strong convexity and its applications to convergence analysis of gradient-type methods in convex optimization
- Robust Stochastic Approximation Approach to Stochastic Programming
- Smooth minimization of non-smooth functions
- Stochastic calculus for finance. II: Continuous-time models.
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