Inexact Variable Metric Stochastic Block-Coordinate Descent for Regularized Optimization.
Ching-pei LeeStephen J. WrightPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- stochastic optimization
- stochastic programming
- optimization problems
- risk minimization
- global optimization
- convex optimization
- objective function
- loss minimization
- monte carlo
- metric space
- optimization methods
- stochastic search
- least squares
- decision variables
- optimization process
- optimization algorithm
- optimization model
- similarity metric
- optimization method
- distance function
- norm minimization
- optimal control problems