Accelerated gradient methods for nonconvex nonlinear and stochastic programming

Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming

(2013) Saeed Ghadimi et al.   SIAM JOURNAL ON OPTIMIZATION

Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms

(2013) Saeed Ghadimi et al.   SIAM JOURNAL ON OPTIMIZATION

Complexity of unconstrained $$L_2-L_p$$ minimization

(2012) Xiaojun Chen et al.   MATHEMATICAL PROGRAMMING

Gradient methods for minimizing composite functions

(2012) Yu. Nesterov   MATHEMATICAL PROGRAMMING

Iteration-complexity of first-order penalty methods for convex programming

(2012) Guanghui Lan et al.   MATHEMATICAL PROGRAMMING

Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework

(2012) Saeed Ghadimi et al.   SIAM JOURNAL ON OPTIMIZATION

An optimal method for stochastic composite optimization

(2010) Guanghui Lan   MATHEMATICAL PROGRAMMING

On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems

(2010) C. Cartis et al.   SIAM JOURNAL ON OPTIMIZATION

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

(2009) Amir Beck et al.   SIAM Journal on Imaging Sciences

Robust Stochastic Approximation Approach to Stochastic Programming

(2009) A. Nemirovski et al.   SIAM JOURNAL ON OPTIMIZATION

Recursive Trust-Region Methods for Multiscale Nonlinear Optimization

(2008) Serge Gratton et al.   SIAM JOURNAL ON OPTIMIZATION