An accelerated directional derivative method for smooth stochastic convex optimization
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DOI: 10.1016/j.ejor.2020.08.027
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- Fedor Stonyakin & Alexander Gasnikov & Pavel Dvurechensky & Alexander Titov & Mohammad Alkousa, 2022. "Generalized Mirror Prox Algorithm for Monotone Variational Inequalities: Universality and Inexact Oracle," Journal of Optimization Theory and Applications, Springer, vol. 194(3), pages 988-1013, September.
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Keywords
Stochastic programming; Convex programming; Acceleration; Derivative-free optimization; Zero-order methods;All these keywords.
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