MultiLevel Composite Stochastic Optimization via Nested Variance Reduction
Junyu Zhang, Lin Xiao
Abstract
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
Topics & Concepts
Variance reductionVariance (accounting)MathematicsReduction (mathematics)Subject (documents)Mathematical optimizationStochastic optimizationOptimization problemStatisticsComputer scienceLibrary scienceMonte Carlo methodEconomicsGeometryAccountingStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms Research