Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework.
Saeed GhadimiGuanghui LanPublished in: SIAM J. Optim. (2012)
Keyphrases
- approximation algorithms
- approximation schemes
- np hard
- worst case
- risk minimization
- constant factor
- quadratic program
- vertex cover
- special case
- minimum cost
- convex relaxation
- open shop
- facility location problem
- set cover
- network design problem
- finding optimal
- genetic algorithm
- convex hull
- optimization problems
- dynamic programming
- objective function
- reinforcement learning