Self-Tuned Mirror Descent Schemes for Smooth and Nonsmooth High-Dimensional Stochastic Optimization

DOI10.1109/TAC.2019.2897889zbMath1482.90128arXiv1709.08308MaRDI QIDQ5211198

Arash Pourhabib, Farzad Yousefian, Nahidsadat Majlesinasab

Publication date: 28 January 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08308

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15) Randomized algorithms (68W20)

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