High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise

DOI10.1007/s10957-024-02533-zMaRDI QIDQ6655806

Innokentiy Shibaev, Marina Danilova, Eduard Gorbunov, Pavel Dvurechensky, A. V. Gasnikov

Publication date: 27 December 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationconvex optimizationnon-smooth optimizationheavy-tailed noisehigh-probability bounds

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Stochastic programming (90C15) Complexity and performance of numerical algorithms (65Y20)

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