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A semismooth Newton stochastic proximal point algorithm with variance reduction - MaRDI portal

A semismooth Newton stochastic proximal point algorithm with variance reduction

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Publication:6490309

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DOI10.1137/22m1488181MaRDI QIDQ6490309

Andre Milzarek, Michael Ulbrich, Fabian Schaipp

Publication date: 23 April 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic optimization semismooth Newton stochastic proximal point method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10)

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