Minimizing finite sums with the stochastic average gradient

A Proximal Stochastic Gradient Method with Progressive Variance Reduction

(2014) Lin Xiao 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

Hybrid Deterministic-Stochastic Methods for Data Fitting

(2012) Michael P. Friedlander et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Pegasos: primal estimated sub-gradient solver for SVM

(2010) Shai Shalev-Shwartz et al.   MATHEMATICAL PROGRAMMING

Robust Stochastic Approximation Approach to Stochastic Programming

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

A Randomized Kaczmarz Algorithm with Exponential Convergence

(2008) Thomas Strohmer et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS