Randomized smoothing for stochastic optimization (Q2910890)
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scientific article; zbMATH DE number 6081241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized smoothing for stochastic optimization |
scientific article; zbMATH DE number 6081241 |
Statements
12 September 2012
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convex programming
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nonsmooth optimization
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smoothing
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stochastic optimization
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distributed optimization
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numerical examples
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statistical estimation problems
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algorithms
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Randomized smoothing for stochastic optimization (English)
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The convergence rates of stochastic optimization algorithms for nonsmooth convex optimization problems are analyzed. The authors also discuss several applications of the proposed results to statistical estimation problems. Some experimental results are provided to demonstrate the effectiveness of the proposed algorithms.
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