Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
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DOI: 10.1007/s10589-020-00220-z
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References listed on IDEAS
- Gadat, Sébastien & Panloup, Fabien & Saadane, Sofiane, 2016. "Stochastic Heavy Ball," TSE Working Papers 16-712, Toulouse School of Economics (TSE).
- D. Leventhal & A. S. Lewis, 2010. "Randomized Methods for Linear Constraints: Convergence Rates and Conditioning," Mathematics of Operations Research, INFORMS, vol. 35(3), pages 641-654, August.
- NESTEROV, Yurii, 2012. "Efficiency of coordinate descent methods on huge-scale optimization problems," LIDAM Reprints CORE 2511, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Cited by:
- Emilie Chouzenoux & Jean-Baptiste Fest, 2022. "SABRINA: A Stochastic Subspace Majorization-Minimization Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 919-952, December.
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Keywords
Stochastic methods; Heavy ball momentum; Linear systems; Randomized coordinate descent; Randomized Kaczmarz; Stochastic gradient descent; Stochastic Newton; Quadratic optimization; Convex optimization;All these keywords.
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