Non-Convex Stochastic Composite Optimization with Polyak Momentum.
Yuan GaoAnton RodomanovSebastian U. StichPublished in: CoRR (2024)
Keyphrases
- stochastic optimization
- discrete optimization
- optimization algorithm
- stochastic programming
- optimization problems
- stochastic search
- global optimization
- risk minimization
- semidefinite
- convex optimization
- convex relaxation
- efficient optimization
- saddle point
- convex programming
- constrained optimization
- semi definite programming
- convex hull
- optimization method
- monte carlo
- quasiconvex
- optimal control problems
- multi objective
- global optimality
- piecewise linear
- optimization process
- optimal control
- linear programming
- simulated annealing