Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates

DOI10.1137/21M1406222zbMath1491.90155arXiv2008.10526OpenAlexW3080245286MaRDI QIDQ5072589

Krishnakumar Balasubramanian, Anthony G. Nguyen, Saeed Ghadimi

Publication date: 29 April 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.10526

zbMATH Keywords

nonconvex optimizationcomplexity boundslevel-independent convergence ratemultilevel stochastic composition

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37)

Related Items (3)

Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems ⋮ Stochastic composition optimization of functions without Lipschitz continuous gradient ⋮ Distributed stochastic compositional optimization problems over directed networks

Uses Software

• SemiPar

Cites Work

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