MultiLevel Composite Stochastic Optimization via Nested Variance Reduction

نویسندگان

چکیده

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 4 September 2019Accepted: 29 January 2021Published online: 13 April 2021Keywordscomposite stochastic optimization, proximal gradient method, variance reductionAMS Subject Headings68Q25, 68W20, 90C15, 90C26, 90C30Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8

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ژورنال

عنوان ژورنال: Siam Journal on Optimization

سال: 2021

ISSN: ['1095-7189', '1052-6234']

DOI: https://doi.org/10.1137/19m1285457