On the Convergence of Mirror Descent beyond Stochastic Convex Programming
From MaRDI portal
Publication:5853716
DOI10.1137/17M1134925zbMath1461.90085arXiv1706.05681OpenAlexW3008600123MaRDI QIDQ5853716
Nicholas Bambos, Zhengyuan Zhou, Panayotis Mertikopoulos, Stephen P. Boyd, Peter W. Glynn
Publication date: 11 March 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.05681
stochastic optimizationstochastic approximationnonconvex programmingmirror descentvariational coherence
Convex programming (90C25) Nonconvex programming, global optimization (90C26) Linear programming (90C05) Stochastic programming (90C15)
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