Found 25 Documents (Results 1–25)
Semi-discrete optimal transport: hardness, regularization and numerical solution. (English) Zbl 1518.90049
Probability maximization via Minkowski functionals: convex representations and tractable resolution. (English) Zbl 1518.90055
A hybrid stochastic optimization framework for composite nonconvex optimization. (English) Zbl 1489.90143
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling. (English) Zbl 1489.65011
Inexact stochastic mirror descent for two-stage nonlinear stochastic programs. (English) Zbl 1465.90051
On variance reduction for stochastic smooth convex optimization with multiplicative noise. (English) Zbl 1411.65082
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems. (English) Zbl 1457.90102
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. (English) Zbl 1386.90159
Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures. (English) Zbl 1380.90200
Reviewer: I. M. Stancu-Minasian (Bucureşti)
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
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
Validation analysis of mirror descent stochastic approximation method. (English) Zbl 1273.90154
Reviewer: Jean-Jacques Strodiot (Namur)
An optimal method for stochastic composite optimization. (English) Zbl 1273.90136
Reviewer: Juan-Enrique Martínez-Legaz (Barcelona)
How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths. (English) Zbl 1161.62047
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