Inexact SARAH algorithm for stochastic optimization.

Lam M. Nguyen Katya Scheinberg Martin Takác

Published in: Optim. Methods Softw. (2021)

Keyphrases

stochastic optimization
learning algorithm
detection algorithm
computational complexity
dynamic programming
worst case
k means
cost function
particle swarm optimization
search algorithm
multistage
combinatorial optimization
objective function
search space
multi agent systems
simulated annealing
convergence rate