A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization

DOI10.1007/s10915-022-02016-1OpenAlexW4303411390MaRDI QIDQ2103421

Yanyan Li

Publication date: 13 December 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-022-02016-1

zbMATH Keywords

complexitystochastic approximationconvexmini-batch of samplesnonsmoothconstrained stochastic composite optimizationNesterov's smoothing accelerated method

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items (1)

Fast gradient method for low-rank matrix estimation

Uses Software

• LIBSVM
• ProxSARAH
• Saga

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• An optimal method for stochastic composite optimization
• Adaptive smoothing algorithms for nonsmooth composite convex minimization
• Validation analysis of mirror descent stochastic approximation method
• Smoothing methods for nonsmooth, nonconvex minimization
• Inexact proximal stochastic gradient method for convex composite optimization
• Robust sample average approximation
• A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods
• An inexact accelerated stochastic ADMM for separable convex optimization
• Randomized Smoothing for Stochastic Optimization
• Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization
• 10.1162/15324430260185628
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• Robust Stochastic Approximation Approach to Stochastic Programming
• Acceleration of Stochastic Approximation by Averaging
• First-Order Methods in Optimization
• Katyusha: the first direct acceleration of stochastic gradient methods
• Stochastic proximal quasi-Newton methods for non-convex composite optimization
• A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
• Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold
• A Proximal Stochastic Gradient Method with Progressive Variance Reduction
• A Stochastic Approximation Method
• Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization

This page was built for publication: A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization