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A hybrid stochastic optimization framework for composite nonconvex optimization
Authors:Tran-Dinh  Quoc  Pham  Nhan H  Phan  Dzung T  Nguyen  Lam M
Institution: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...
Keywords:
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