Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization.
Junyu ZhangLin XiaoPublished in: Math. Program. (2022)
Keyphrases
- optimization problems
- learning algorithm
- stochastic search
- objective function
- optimization methods
- optimization approaches
- discrete optimization
- combinatorial optimization
- computationally efficient
- computational cost
- theoretical analysis
- worst case
- global optimization
- computational complexity
- convergence analysis
- linear programming
- convex functions
- global convergence
- data structure
- data mining