Variable smoothing for convex optimization problems using stochastic gradients
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Publication:2211742
DOI10.1007/s10915-020-01332-8zbMath1453.90118arXiv1905.06553OpenAlexW3093944120WikidataQ101121329 ScholiaQ101121329MaRDI QIDQ2211742
Publication date: 12 November 2020
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.06553
convergence ratestochastic gradientsstructured convex optimization problemvariable smoothing algorithm
Convex programming (90C25) Stochastic programming (90C15) Complexity and performance of numerical algorithms (65Y20)
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