Unifying Framework for Accelerated Randomized Methods in Convex Optimization

Author:

Dvurechensky PavelORCID,Gasnikov AlexanderORCID,Tyurin AlexanderORCID,Zholobov VladimirORCID

Publisher

Springer International Publishing

Reference60 articles.

1. Agarwal, A., Dekel, O., Xiao, L.: Optimal algorithms for online convex optimization with multi-point bandit feedback. In: COLT 2010—The 23rd Conference on Learning Theory (2010)

2. Allen-Zhu, Z.: Katyusha: the first direct acceleration of stochastic gradient methods. In: Proceedings of the 49th Annual ACM SIGACT Symposium on Theory of Computing, STOC 2017, New York, NY, USA, pp. 1200–1205. ACM (2017). https://doi.org/10.1145/3055399.3055448, arXiv:1603.05953

3. Allen-Zhu, Z., Qu, Z., Richtarik, P., Yuan, Y.: Even faster accelerated coordinate descent using non-uniform sampling. In: Balcan, M.F., Weinberger, K.Q. (eds.) Proceedings of The 33rd International Conference on Machine Learning, Proceedings of Machine Learning Research, New York, New York, USA, 20–22 Jun 2016, PMLR, vol. 48, pp. 1110–1119. http://proceedings.mlr.press/v48/allen-zhuc16.html. First appeared in arXiv:1512.09103

4. Bayandina, A., Gasnikov, A., Lagunovskaya, A.: Gradient-free two-points optimal method for non smooth stochastic convex optimization problem with additional small noise. Autom. Remote Control 79 (2018). https://doi.org/10.1134/S0005117918080039, arXiv:1701.03821

5. Ben-Tal, A., Nemirovski, A.: Lectures on Modern Convex Optimization. Lecture Notes (2015)

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