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20162022
most citedOptimistic mirror descent in saddle-point problems: Going the extra (gradient) mile

114 citations

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math.OC2016

On the convergence of gradient-like flows with noisy gradient input

Panayotis Mertikopoulos, Mathias Staudigl

In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we…