Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
Wenjie Huang, Xun Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Wenjie ; Zhang, Xun |
| Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 2.2021, 2, Art.-No. 26, p. 1-28
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| Subject: | Non-smooth optimization | Randomized smoothing | Variance reduction | Stochastic gradient descent | Linear convergence | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s43069-021-00059-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012589765