Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs

21 May 2020 Jalilzadeh Afrooz Shanbhag Uday V. Blanchet Jose H. Glynn Peter W.

We consider minimizing $f(x) = \mathbb{E}[f(x,\omega)]$ when $f(x,\omega)$ is possibly nonsmooth and either strongly convex or convex in $x$. (I) Strongly convex... (read more)

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