Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems (Q6049347)
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scientific article; zbMATH DE number 7738672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems |
scientific article; zbMATH DE number 7738672 |
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Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems (English)
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15 September 2023
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stochastic nonsmooth composite optimization
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prox-linear algorithm
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normalized proximal gradient algorithm
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hybrid stochastic estimator
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complexity
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