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math.OC2018
Stochastic Primal-Dual Method for Empirical Risk Minimization with Per-Iteration Complexity
Conghui Tan, Tong Zhang, Shiqian Ma +1
Regularized empirical risk minimization problem with linear predictor appears frequently in machine learning. In this paper, we propose a new stochastic primal-dual method to solve…
math.OC2018
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator
Cong Fang, Chris Junchi Li, Zhouchen Lin +1
In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of int…
math.OC2018
An Algorithmic Framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-Gradient Method
Li Shen, Peng Sun, Yitong Wang +2
We propose a novel algorithmic framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-gradient (VMOR-HPE) method with a global convergence guarantee for the maximal monoto…