Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex
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Publication:510299
DOI10.1134/S0005117916110114zbMath1356.93097OpenAlexW2554066544MaRDI QIDQ510299
F. A. Fedorenko, A. A. Lagunovskaya, I. N. Usmanova, Alexander V. Gasnikov
Publication date: 17 February 2017
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117916110114
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Cites Work
- Extremes and related properties of random sequences and processes
- Coordinate descent algorithms
- Lectures on Modern Convex Optimization
- Robust Stochastic Approximation Approach to Stochastic Programming
- Introduction to Stochastic Search and Optimization
- Information-Theoretic Lower Bounds on the Oracle Complexity of Stochastic Convex Optimization
- Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
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