ALEXR: Optimal Single-Loop Algorithms for Convex Finite-Sum Coupled Compositional Stochastic Optimization.

Bokun Wang Tianbao Yang

Published in: CoRR (2023)

Keyphrases

stochastic optimization
worst case
computational complexity
machine learning
multistage
piecewise linear
learning algorithm
combinatorial optimization
objective function
simulated annealing
optimization problems
robust optimization