A Variance-Reduced and Stabilized Proximal Stochastic Gradient Method with Support Identification Guarantees for Structured Optimization

Daniel P. Robinson, Guanyi Wang, Yutong Dai, Frank E. Curtis

Publication date: 13 February 2023

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Complexity and performance of numerical algorithms (65Y20)

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