DEVOLDER, Olivier - Center for Operations Research and Econometrics (CORE), … - 2011
. First, we consider the Stochastic Primal Gradient method, which is nothing else but the Mirror Descent SA method applied to … sequences functions, we develop also two new methods, a Stochastic Dual Gradient Method and an accelerated Stochastic Fast … Gradient Method. Convergence rates on average, probabilities of large deviations and accuracy certificates are studied. All of …