The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence
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Publication:5097016
DOI10.1137/21M1402467zbMath1497.90146arXiv2101.08073OpenAlexW4287374813WikidataQ114074085 ScholiaQ114074085MaRDI QIDQ5097016
Thomas Bittar, Jérôme Lonchampt, Pierre Carpentier, Jean-Philippe Chancelier
Publication date: 19 August 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.08073
stochastic gradient descentstochastic approximation algorithmsAPPSA algorithmsstochastic mirror descentstochastic auxiliary problem principle
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