Universal Method for Stochastic Composite Optimization Problems
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DOI: 10.1134/s0965542518010050
Abstract: A fast gradient method requiring only one projection is proposed for smooth convex optimization problems. The method has a visual geometric interpretation, so it is called the method of similar triangles (MST). Composite, adaptive, and… read more here.
Keywords: method stochastic; stochastic composite; universal method; optimization ... See more keywords