Continuous and Discrete-time Accelerated Stochastic Mirror Descent for Strongly Convex Functions.

Pan Xu Tianhao Wang Quanquan Gu

Published in: ICML (2018)

Keyphrases

convex functions
optimal control problems
piecewise linear
markov processes
objective function
dc programming
convex programs
linear program
quasiconvex
exact penalty
convex programming
convex sets
markov chain
support vector
primal dual
vector space
linear programming