Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
نویسندگان
چکیده
منابع مشابه
Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but convex) component. In order to solve these problems, we propose a randomized stochastic projected gradient (RSPG) algorithm, in which proper mini-batch of samp...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2014
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-014-0846-1