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20082017
most citedStochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes

411 citations · 3k across the 39 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.OC2014★ 49 cited

Randomized Dual Coordinate Ascent with Arbitrary Sampling

Zheng Qu, Peter Richtárik, Tong Zhang

We study the problem of minimizing the average of a large number of smooth convex functions penalized with a strongly convex regularizer. We propose and analyze a novel primal-dual…

math.OC2014★ 26 cited

A Proximal Stochastic Gradient Method with Progressive Variance Reduction

Lin Xiao, Tong Zhang

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex functio…