1.Department of Statistics and Operations Research, The University of North Carolina at Chapel Hill, 318 Hanes Hall, UNC-Chapel Hill, NC, 27599-3260, USA ;2.IBM Research, Thomas J. Watson Research Center, Yorktown Heights, NY, 10598, USA ;
Abstract:
Mathematical Programming - We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea...