Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

Incremental constraint projection methods for variational inequalities

(2014) Mengdi Wang et al.   MATHEMATICAL 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

Information-Theoretic Lower Bounds on the Oracle Complexity of Stochastic Convex Optimization

(2012) Alekh Agarwal et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

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

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

Random algorithms for convex minimization problems

(2011) Angelia Nedić   MATHEMATICAL PROGRAMMING

Incremental proximal methods for large scale convex optimization

(2011) Dimitri P. Bertsekas   MATHEMATICAL PROGRAMMING

Variable selection in nonparametric additive models

(2010) Jian Huang et al.   ANNALS OF STATISTICS

High-dimensional analysis of semidefinite relaxations for sparse principal components

(2009) Arash A. Amini et al.   ANNALS OF STATISTICS

Sparse additive models

(2009) Pradeep Ravikumar et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY