Stochastic proximal methods for non-smooth non-convex constrained sparse optimization

被引:0
|
作者
Metel, Michael R. [1 ]
Takeda, Akiko [1 ,2 ]
机构
[1] Center for Artificial Intelligence Project, RIKEN, Tokyo,103-0027, Japan
[2] Graduate School of Information Science and Technology, The University of Tokyo, Tokyo,103-0027, Japan
关键词
Compendex;
D O I
暂无
中图分类号
学科分类号
摘要
Constrained optimization - Convex optimization - Stochastic systems
引用
收藏
相关论文
共 50 条
  • [21] Convergence guarantees for a class of non-convex and non-smooth optimization problems
    Khamaru, Koulik
    Wainwright, Martin J.
    [J]. INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 80, 2018, 80
  • [22] Convergence guarantees for a class of non-convex and non-smooth optimization problems
    Khamaru, Koulik
    Wainwright, Martin J.
    [J]. JOURNAL OF MACHINE LEARNING RESEARCH, 2019, 20
  • [23] Relaxed Majorization-Minimization for Non-Smooth and Non-Convex Optimization
    Xu, Chen
    Lin, Zhouchen
    Zhao, Zhenyu
    Zha, Hongbin
    [J]. THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2016, : 812 - 818
  • [24] Generating α-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
    Rahal, Mohamed
    Ziadi, Abdelkader
    Ellaia, Rachid
    [J]. CROATIAN OPERATIONAL RESEARCH REVIEW, 2019, 10 (02) : 289 - 314
  • [25] A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning
    Mert Gürbüzbalaban
    Andrzej Ruszczyński
    Landi Zhu
    [J]. Journal of Optimization Theory and Applications, 2022, 194 : 1014 - 1041
  • [26] A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning
    Gurbuzbalaban, Mert
    Ruszczynski, Andrzej
    Zhu, Landi
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2022, 194 (03) : 1014 - 1041
  • [27] Almost sure convergence of stochastic composite objective mirror descent for non-convex non-smooth optimization
    Liang, Yuqing
    Xu, Dongpo
    Zhang, Naimin
    Mandic, Danilo P.
    [J]. OPTIMIZATION LETTERS, 2023, 18 (9) : 2113 - 2131
  • [28] A proximal gradient method for control problems with non-smooth and non-convex control cost
    Natemeyer, Carolin
    Wachsmuth, Daniel
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2021, 80 (02) : 639 - 677
  • [29] Stochastic proximal quasi-Newton methods for non-convex composite optimization
    Wang, Xiaoyu
    Wang, Xiao
    Yuan, Ya-xiang
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2019, 34 (05): : 922 - 948
  • [30] A proximal gradient method for control problems with non-smooth and non-convex control cost
    Carolin Natemeyer
    Daniel Wachsmuth
    [J]. Computational Optimization and Applications, 2021, 80 : 639 - 677