Optimal Algorithms for Convex Nested Stochastic Composite Optimization.
Zhe ZhangGuanghui LanPublished in: CoRR (2020)
Keyphrases
- approximately optimal
- discrete optimization
- worst case
- stochastic search
- optimization problems
- optimal design
- global optimality
- combinatorial optimization
- globally optimal
- dynamic programming
- efficient optimization
- computationally efficient
- stochastic gradient
- convex optimization problems
- semi infinite programming
- alternating direction method of multipliers
- feature selection
- nonlinear programming
- stochastic optimization
- constrained optimization
- monte carlo
- computational cost
- significant improvement
- computational complexity