Guaranteed Sufficient Decrease for Stochastic Variance Reduced Gradient Optimization.
Fanhua ShangYuanyuan LiuKaiwen ZhouJames ChengKelvin Kai Wing NgYuichi YoshidaPublished in: AISTATS (2018)
Keyphrases
- stochastic optimization
- optimization problems
- optimization algorithm
- monte carlo
- constrained optimization
- stochastic programming
- genetic algorithm
- multistage
- stochastic search
- parametric optimization
- artificial neural networks
- optimization method
- combinatorial optimization
- optimization methods
- stochastic processes