Inexact proximal stochastic gradient method for convex composite optimization.
Xiao WangShuxiong WangHongchao ZhangPublished in: Comput. Optim. Appl. (2017)
Keyphrases
- gradient method
- convex formulation
- derivative free
- optimization methods
- convex relaxation
- convergence rate
- optimization problems
- convex optimization
- log likelihood function
- global optimization
- step size
- optimization method
- constrained optimization
- globally optimal
- natural gradient learning
- multiscale
- negative matrix factorization
- information extraction
- cost function
- evolutionary algorithm
- objective function