Found 54 Documents (Results 1–54)
Theoretical analysis of Adam using hyperparameters close to one without Lipschitz smoothness. (English) Zbl 1531.65081
Reviewer: Kevin Burrage (Brisbane)
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems. (English) Zbl 1522.90031
Graph topology invariant gradient and sampling complexity for decentralized and stochastic optimization. (English) Zbl 1522.90099
Block mirror stochastic gradient method for stochastic optimization. (English) Zbl 1519.90143
MSC:
90C15
Nonlinear gradient mappings and stochastic optimization: a general framework with applications to heavy-tail noise. (English) Zbl 1519.90136
Smoothed variable sample-size accelerated proximal methods for nonsmooth stochastic convex programs. (English) Zbl 1511.90311
A stochastic subgradient method for distributionally robust non-convex and non-smooth learning. (English) Zbl 1492.90103
Accelerated stochastic algorithms for convex-concave saddle-point problems. (English) Zbl 1489.90130
Momentum-based accelerated mirror descent stochastic approximation for robust topology optimization under stochastic loads. (English) Zbl 07863857
Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints. (English) Zbl 07525614
Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning. (English) Zbl 1472.65069
Estimate sequences for stochastic composite optimization: variance reduction, acceleration, and robustness to noise. (English) Zbl 1527.90160
A data efficient and feasible level set method for stochastic convex optimization with expectation constraints. (English) Zbl 1518.90079
Algorithms for stochastic optimization with function or expectation constraints. (English) Zbl 1443.90263
Restarting the accelerated coordinate descent method with a rough strong convexity estimate. (English) Zbl 1432.90109
Communication-efficient algorithms for decentralized and stochastic optimization. (English) Zbl 1437.90125
Memory-sample tradeoffs for linear regression with small error. (English) Zbl 1437.62265
Charikar, Moses (ed.) et al., Proceedings of the 51st annual ACM SIGACT symposium on theory of computing, STOC ’19, Phoenix, AZ, USA, June 23–26, 2019. New York, NY: Association for Computing Machinery (ACM). 890-901 (2019).
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants. (English) Zbl 1439.90069
Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone. (English) Zbl 1431.90109
Accelerate stochastic subgradient method by leveraging local growth condition. (English) Zbl 1431.90104
Two stochastic optimization algorithms for convex optimization with fixed point constraints. (English) Zbl 1461.65157
On variance reduction for stochastic smooth convex optimization with multiplicative noise. (English) Zbl 1411.65082
Conditional gradient type methods for composite nonlinear and stochastic optimization. (English) Zbl 1410.90150
An optimal randomized incremental gradient method. (English) Zbl 1432.90115
Reviewer: Juan-Enrique Martínez-Legaz (Barcelona)
On the information-adaptive variants of the ADMM: an iteration complexity perspective. (English) Zbl 1394.90447
Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market. (English) Zbl 1454.90046
Inexact proximal stochastic gradient method for convex composite optimization. (English) Zbl 1390.90432
Penalty methods with stochastic approximation for stochastic nonlinear programming. (English) Zbl 1360.90180
Minimizing finite sums with the stochastic average gradient. (English) Zbl 1358.90073
Math. Program. 162, No. 1-2 (A), 83-112 (2017); erratum ibid. 162, No. 1-2 (A), 113 (2017).
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions. (English) Zbl 1356.90099
Stochastic intermediate gradient method for convex problems with stochastic inexact oracle. (English) Zbl 1351.90150
On the solution of stochastic optimization and variational problems in imperfect information regimes. (English) Zbl 1356.90097
A family of subgradient-based methods for convex optimization problems in a unifying framework. (English) Zbl 1355.90065
New results on subgradient methods for strongly convex optimization problems with a unified analysis. (English) Zbl 1346.90664
Stochastic intermediate gradient method for convex optimization problems. (English. Russian original) Zbl 1342.90131
Dokl. Math. 93, No. 2, 148-151 (2016); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 467, No. 2, 131-134 (2016).
Accelerated gradient methods for nonconvex nonlinear and stochastic programming. (English) Zbl 1335.62121
Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization. (English) Zbl 1332.90196
Stochastic block mirror descent methods for nonsmooth and stochastic optimization. (English) Zbl 1353.90095
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