Mini-batch stochastic Nesterov's smoothing method for constrained convex stochastic composite optimization Article Swipe
Ruyu Wang
,
Chao Zhang
,
Lichun Wang
,
Yuan‐Hai Shao
·
YOU?
·
· 2021
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2109.05167
YOU?
·
· 2021
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2109.05167
This paper considers a class of constrained convex stochastic composite optimization problems whose objective function is given by the summation of a differentiable convex component, together with a nonsmooth but convex component. The nonsmooth component has an explicit max structure that may not easy to compute its proximal mapping. In order to solve these problems, we propose a mini-batch stochastic Nesterov's smoothing (MSNS) method. Convergence and the optimal iteration complexity of the method are established. Numerical results are provided to illustrate the efficiency of the proposed MSNS method for a support vector machine (SVM) model.
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Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2109.05167
- https://arxiv.org/pdf/2109.05167
- OA Status
- green
- References
- 22
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W3199980613
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Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W3199980613Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2109.05167Digital Object Identifier
- Title
-
Mini-batch stochastic Nesterov's smoothing method for constrained convex stochastic composite optimizationWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
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2021Year of publication
- Publication date
-
2021-09-11Full publication date if available
- Authors
-
Ruyu Wang, Chao Zhang, Lichun Wang, Yuan‐Hai ShaoList of authors in order
- Landing page
-
https://arxiv.org/abs/2109.05167Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2109.05167Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://arxiv.org/pdf/2109.05167Direct OA link when available
- Concepts
-
Smoothing, Regular polygon, Composite number, Stochastic optimization, Mathematical optimization, Mathematics, Convex optimization, Computer science, Algorithm, Statistics, GeometryTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- References (count)
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22Number of works referenced by this work
- Related works (count)
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10Other works algorithmically related by OpenAlex
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