Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
نویسندگان
چکیده
منابع مشابه
Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming
In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems. We establish the complexity of this method for computing an approximate stationary point of a nonlinear programming problem. We also show that this method pos...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2013
ISSN: 1052-6234,1095-7189
DOI: 10.1137/120880811