General convergence analysis of stochastic first-order methods for composite optimization

DOI10.1007/s10957-021-01821-2zbMath1471.65055arXiv2003.01666OpenAlexW3130318025MaRDI QIDQ2032020

Ion Necoara

Publication date: 15 June 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.01666

zbMATH Keywords

convergence ratesquadratic functional growthstochastic bounded gradientstochastic composite convex optimizationstochastic first-order algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)

Related Items (1)

Sub-linear convergence of a stochastic proximal iteration method in Hilbert space

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