Imagen de Portada

An SDE perspective on stochastic convex optimization

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Maulen-Soto, Rodrigo, Fadili, Jalal, Attouch, Hedy
Formato:	Preprint
Publicado:	2022
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

The stochastic Ravine accelerated gradient method with general extrapolation coefficients
por: Attouch, Hedy, et al.
Publicado: (2024)

An SDE Perspective on Stochastic Inertial Gradient Dynamics with Time-Dependent Viscosity and Geometric Damping
por: Maulen-Soto, Rodrigo, et al.
Publicado: (2024)

Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces
por: Maulen-Soto, Rodrigo, et al.
Publicado: (2024)

Stochastic Monotone Inclusion with Closed Loop Distributions
por: Ennaji, Hamza, et al.
Publicado: (2024)

Stochastic Inertial Dynamics Via Time Scaling and Averaging
por: Maulen-Soto, Rodrigo, et al.
Publicado: (2024)

Continuous Newton-like Methods featuring Inertia and Variable Mass
por: Castera, Camille, et al.
Publicado: (2023)

Solution uniqueness of convex optimization problems via the radial cone
por: Fadili, Jalal, et al.
Publicado: (2024)

Convergence rates of regularized quasi-Newton methods without strong convexity
por: Wang, Shida, et al.
Publicado: (2025)

Inertial Methods with Viscous and Hessian driven Damping for Non-Convex Optimization
por: Maulen-Soto, Rodrigo, et al.
Publicado: (2024)

Inertial Quasi-Newton Methods for Monotone Inclusion: Efficient Resolvent Calculus and Primal-Dual Methods
por: Wang, Shida, et al.
Publicado: (2022)

Global non-asymptotic super-linear convergence rates of regularized proximal quasi-Newton methods on non-smooth composite problems
por: Wang, Shida, et al.
Publicado: (2024)

A Quasi-Newton Primal-Dual Algorithm with Line Search
por: Wang, Shida, et al.
Publicado: (2024)

Attention-based PCA
por: Maulen-Soto, Rodrigo, et al.
Publicado: (2026)

Fast convex optimization via closed-loop time scaling of gradient dynamics
por: Attouch, Hedy, et al.
Publicado: (2023)

Learning-to-Optimize with PAC-Bayesian Guarantees: Theoretical Considerations and Practical Implementation
por: Sucker, Michael, et al.
Publicado: (2024)

Inexact and Stochastic Gradient Optimization Algorithms with Inertia and Hessian Driven Damping
por: Choudhary, Harsh, et al.
Publicado: (2025)

The Iterates of Nesterov's Accelerated Algorithm Converge in The Critical Regimes
por: Bot, Radu Ioan, et al.
Publicado: (2025)

Low Complexity Regularized Phase Retrieval
por: Godeme, Jean-Jacques, et al.
Publicado: (2024)

Dynamic programming and dimensionality in convex stochastic optimization and control
por: Pennanen, Teemu, et al.
Publicado: (2025)

Multi-cut stochastic approximation methods for solving stochastic convex composite optimization
por: Liang, Jiaming, et al.
Publicado: (2025)

Instance-optimal stochastic convex optimization: Can we improve upon sample-average and robust stochastic approximation?
por: Jiang, Liwei, et al.
Publicado: (2026)

Hypodifferentials of nonsmooth convex functions and their applications to nonsmooth convex optimization
por: Dolgopolik, M. V.
Publicado: (2023)

Two-stage stochastic algorithm for solving large-scale (non)-convex separable optimization problems under affine constraints
por: Dubois-Taine, Benjamin, et al.
Publicado: (2026)

Penalty-Based Smoothing of Convex Nonsmooth Supremum Functions with Accelerated Inertial Dynamics
por: Adly, Samir, et al.
Publicado: (2026)

Towards faster first order methods: A continuous-time model to interpolate between speed and function value restart
por: Maulén, Juan José, et al.
Publicado: (2025)

Stable Phase Retrieval with Mirror Descent
por: Godeme, Jean-Jacques, et al.
Publicado: (2024)

Strong duality in infinite convex optimization
por: Hantoute, Abderrahim, et al.
Publicado: (2025)

An accelerated proximal bundle method for convex optimization
por: Liao, Feng-Yi, et al.
Publicado: (2025)

An approximate Itô-SDE based simulated annealing algorithm for multivariate design optimization problems
por: Batou, A.
Publicado: (2019)

Randomized gradient-free methods in convex optimization
por: Gasnikov, Alexander, et al.
Publicado: (2022)

Research on the descent direction of prediction correction algorithms for pseudo-convex/convex optimization problems
por: Li, Ting, et al.
Publicado: (2025)

Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
por: Guigues, Vincent, et al.
Publicado: (2024)

Recovering Nesterov accelerated dynamics from Heavy Ball dynamics via time rescaling
por: Attouch, Hedy, et al.
Publicado: (2025)

Online convex optimization for constrained control of nonlinear systems
por: Nonhoff, Marko, et al.
Publicado: (2024)

A new use of the Kurdyka-Lojasiewicz property to study asymptotic behaviours of some stochastic optimization algorithms in a non-convex differentiable framework
por: Fest, Jean-Baptiste
Publicado: (2023)

Stabilization and Optimal Control of Interconnected SDE - Scalar PDE System
por: Velho, Gabriel, et al.
Publicado: (2024)

Gaining or losing perspective for convex multivariate functions on box domains
por: Xu, Luze, et al.
Publicado: (2024)

Exploiting higher-order derivatives in convex optimization methods
por: Kamzolov, Dmitry, et al.
Publicado: (2022)

First-order methods for stochastic and finite-sum convex optimization with deterministic constraints
por: Lu, Zhaosong, et al.
Publicado: (2025)

Distributionally robust stochastic optimal control
por: Shapiro, Alexander, et al.
Publicado: (2024)