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Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates.
Krishnakumar Balasubramanian
Saeed Ghadimi
Anthony Nguyen
Published in:
SIAM J. Optim. (2022)
Keyphrases
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convergence rate
optimization problems
global convergence
combinatorial optimization
learning rate
learning algorithm
computational cost
worst case
computational complexity
global optimization
linear programming
optimization algorithm
optimization methods
step size
global optimum
stopping criterion