Pages that link to "Item:Q3648521"

The following pages link to Robust Stochastic Approximation Approach to Stochastic Programming (Q3648521):

Displaying 27 items.

• The rate of convergence of Bregman proximal methods: local geometry versus regularity versus sharpness (Q6573018) (← links)
• A simple specification test for models with many conditional moment inequalities (Q6573806) (← links)
• Max-affine regression via first-order methods (Q6583522) (← links)
• Gradient descent in the absence of global Lipschitz continuity of the gradients (Q6583712) (← links)
• Convergence analysis of stochastic higher-order majorization–minimization algorithms (Q6586916) (← links)
• An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems (Q6593352) (← links)
• The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning (Q6601525) (← links)
• Subsampled first-order optimization methods with applications in imaging (Q6606441) (← links)
• Bregman methods for large-scale optimization with applications in imaging (Q6606442) (← links)
• Homotopic policy mirror descent: policy convergence, algorithmic regularization, and improved sample complexity (Q6608040) (← links)
• Minimizing robust density power-based divergences for general parametric density models (Q6618104) (← links)
• Stochastic linearized generalized alternating direction method of multipliers: expected convergence rates and large deviation properties (Q6620012) (← links)
• Online distributed nonconvex optimization with stochastic objective functions: high probability bound analysis of dynamic regrets (Q6632505) (← links)
• A single cut proximal bundle method for stochastic convex composite optimization (Q6634524) (← links)
• Stochastic approximation for estimating the price of stability in stochastic Nash games (Q6639389) (← links)
• A stochastic moving ball approximation method for smooth convex constrained minimization (Q6642788) (← links)
• Nonsmooth projection-free optimization with functional constraints (Q6642795) (← links)
• Optimality of robust online learning (Q6645952) (← links)
• High probability bounds on AdaGrad for constrained weakly convex optimization (Q6649705) (← links)
• Tikhonov regularized iterative methods for nonlinear problems (Q6655483) (← links)
• Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications (Q6655795) (← links)
• The ``black-box'' optimization problem: zero-order accelerated stochastic method via kernel approximation (Q6655796) (← links)
• High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise (Q6655806) (← links)
• The stochastic proximal distance algorithm (Q6657820) (← links)
• Policy mirror descent inherently explores action space (Q6663113) (← links)
• SketchySGD: reliable stochastic optimization via randomized curvature estimates (Q6664471) (← links)
• A stochastic Bregman golden ratio algorithm for non-Lipschitz stochastic mixed variational inequalities with application to resource share problems (Q6664885) (← links)