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

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

Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization

(2012) R. Garmanjani et al.   IMA JOURNAL OF NUMERICAL ANALYSIS

Randomized Smoothing for Stochastic Optimization

(2012) John C. Duchi et al.   SIAM JOURNAL ON OPTIMIZATION

On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization

(2012) Coralia Cartis et al.   SIAM JOURNAL ON OPTIMIZATION

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

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

On stochastic gradient and subgradient methods with adaptive steplength sequences

(2011) Farzad Yousefian et al.   AUTOMATICA

Validation analysis of mirror descent stochastic approximation method

(2011) Guanghui Lan et al.   MATHEMATICAL PROGRAMMING

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

Robust Stochastic Approximation Approach to Stochastic Programming

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

Learning by mirror averaging

(2008) A. Juditsky et al.   ANNALS OF STATISTICS

Confidence level solutions for stochastic programming

(2008) Yu. Nesterov et al.   AUTOMATICA

Recursive Trust-Region Methods for Multiscale Nonlinear Optimization

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