Stochastic Intermediate Gradient Method for Convex Problems with Stochastic Inexact Oracle
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DOI: 10.1007/s10957-016-0999-6
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References listed on IDEAS
- NESTEROV, Yurii, 2013. "Gradient methods for minimizing composite functions," LIDAM Reprints CORE 2510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DEVOLDER, Olivier & GLINEUR, François & NESTEROV, Yurii, 2013. "Intermediate gradient methods for smooth convex problems with inexact oracle," LIDAM Discussion Papers CORE 2013017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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2011002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Cited by:
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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.
- Vladimir Krutikov & Svetlana Gutova & Elena Tovbis & Lev Kazakovtsev & Eugene Semenkin, 2022. "Relaxation Subgradient Algorithms with Machine Learning Procedures," Mathematics, MDPI, vol. 10(21), pages 1-33, October.
- Tianxiao Sun & Ion Necoara & Quoc Tran-Dinh, 2020. "Composite convex optimization with global and local inexact oracles," Computational Optimization and Applications, Springer, vol. 76(1), pages 69-124, May.
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Keywords
Convex optimization; Inexact oracle; Rate of convergence; Stochastic optimization;All these keywords.
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