Randomized smoothing for stochastic optimization
type: Item
instance of: scholarly article
zbMATH Open document ID: 1267.65063
DOI: 10.1137/110831659
author: John C. Duchi
author: Peter L. Bartlett
author: Martin J. Wainwright
published in: SIAM Journal on Optimization
publication date: 2012-09-12T00:00:00Z
full work available at URL: https://arxiv.org/abs/1103.4296
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 6081241
zbMATH Keywords: convex programming
zbMATH Keywords: nonsmooth optimization
zbMATH Keywords: smoothing
zbMATH Keywords: stochastic optimization
zbMATH Keywords: distributed optimization
zbMATH Keywords: numerical examples
zbMATH Keywords: statistical estimation problems
zbMATH Keywords: algorithms
Wikidata QID: Q105584169
MaRDI profile type: Publication
OpenAlex ID: W2962720772
arXiv ID: 1103.4296
title: Randomized smoothing for stochastic optimization
review text: The convergence rates of stochastic optimization algorithms for nonsmooth convex optimization problems are analyzed. The authors also discuss several applications of the proposed results to statistical estimation problems. Some experimental results are provided to demonstrate the effectiveness of the proposed algorithms.
reviewed by: Guoqiang Wang
description: scientific article; zbMATH DE number 6081241