Inexact proximal stochastic gradient method for convex composite optimization.

Xiao Wang Shuxiong Wang Hongchao Zhang

Published 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