Stochastic gradient methods with inexact oracle
Optimization and Control
2018-01-09 v9
Abstract
In the article we lead a brief survey of contemporary gradient type methods (with inexact oracle) for stochastic optimization problems.
Cite
@article{arxiv.1411.4218,
title = {Stochastic gradient methods with inexact oracle},
author = {Alexander Gasnikov and Pavel Dvurechensky and Yurii Nesterov},
journal= {arXiv preprint arXiv:1411.4218},
year = {2018}
}
Comments
60 pages, in Russian
Related papers
View all related →
Optimization and Control · Mathematics
Stochastic Intermediate Gradient Method for Convex Problems with Inexact Stochastic Oracle
Pavel Dvurechensky, Alexander Gasnikov
2015-12-08
Optimization and Control · Mathematics
Gradient and gradient-free methods for stochastic convex optimization with inexact oracle
Alexander Gasnikov, Pavel Dvurechensky, Dmitry Kamzolov
2016-03-29
Optimization and Control · Mathematics
Development of a method for solving structural optimization problems
Alexander Tyurin
2020-09-01
Optimization and Control · Mathematics
Gradient Methods with Dynamic Inexact Oracles
Shuo Han
2020-07-03
Optimization and Control · Mathematics
Optimal inexactness schedules for Tunable Oracle based Methods
Guillaume Van Dessel, François Glineur
2023-09-15
Optimization and Control · Mathematics
Proximal gradient methods with inexact oracle of degree q for composite optimization
Yassine Nabou, Francois Glineur, Ion Necoara
2024-01-22
Optimization and Control · Mathematics
Accelerated and nonaccelerated stochastic gradient descent with inexact model
Darina Dvinskikh, Alexander Tyurin, Alexander Gasnikov, Sergey Omelchenko
2020-04-16
Optimization and Control · Mathematics
Gradient Method With Inexact Oracle for Composite Non-Convex Optimization
Pavel Dvurechensky
2017-03-28
Optimization and Control · Mathematics
Adaptive Gradient Methods for Some Classes of Non-Smooth Optimization Problems
Fedor Stonyakin
2020-08-25
Optimization and Control · Mathematics
Universal gradient descent
Alexander Gasnikov
2020-07-20
Optimization and Control · Mathematics
Gradient Methods for Problems with Inexact Model of the Objective
Fedor Stonyakin, Darina Dvinskikh, Pavel Dvurechensky, Alexey Kroshnin +7
2019-03-26
Optimization and Control · Mathematics
Derivative-Free Optimization via Adaptive Sampling Strategies
Raghu Bollapragada, Cem Karamanli, Stefan M. Wild
2024-04-19
Optimization and Control · Mathematics
Gradient-Free Methods for Saddle-Point Problem
Aleksandr Beznosikov, Abdurakhmon Sadiev, Alexander Gasnikov
2022-09-13
Optimization and Control · Mathematics
Stochastic Optimization Algorithms for Problems with Controllable Biased Oracles
Yin Liu, Sam Davanloo Tajbakhsh
2026-02-10
Optimization and Control · Mathematics
Inexact Tensor Methods and Their Application to Stochastic Convex Optimization
Artem Agafonov, Dmitry Kamzolov, Pavel Dvurechensky, Alexander Gasnikov +1
2022-12-22
Optimization and Control · Mathematics
On Some Versions of Subspace Optimization Methods with Inexact Gradient Information
Ilya Kuruzov, Fedor Stonyakin
2024-07-02
Optimization and Control · Mathematics
Gradient-free prox-methods with inexact oracle for stochastic convex optimization problems on a simplex
Alexander Gasnikov, Anastasia Lagunovskaya, Ilnura Usmanova, Fedor Fedorenko
2016-04-19
Optimization and Control · Mathematics
Randomized gradient-free methods in convex optimization
Alexander Gasnikov, Darina Dvinskikh, Pavel Dvurechensky, Eduard Gorbunov +2
2024-09-17
Optimization and Control · Mathematics
A stochastic gradient method for trilevel optimization
Tommaso Giovannelli, Griffin Dean Kent, Luis Nunes Vicente
2025-05-13
Optimization and Control · Mathematics
Advancing the lower bounds: An accelerated, stochastic, second-order method with optimal adaptation to inexactness
Artem Agafonov, Dmitry Kamzolov, Alexander Gasnikov, Ali Kavis +3
2024-05-28
Optimization and Control · Mathematics
Heuristic adaptive fast gradient method in stochastic optimization tasks
Alexander Ogaltsov, Alexander Tyurin
2020-08-26
Optimization and Control · Mathematics
On the Convergence and Complexity of the Stochastic Central Finite-Difference Based Gradient Estimation Methods
Raghu Bollapragada, Cem Karamanli
2025-01-14
Machine Learning · Computer Science
Non-asymptotic bounds for stochastic optimization with biased noisy gradient oracles
Nirav Bhavsar, Prashanth L. A
2021-05-18
Optimization and Control · Mathematics
Conditional Gradient Methods with Standard LMO for Stochastic Simple Bilevel Optimization
Khanh-Hung Giang-Tran, Soroosh Shafiee, Nam Ho-Nguyen
2025-11-25
Optimization and Control · Mathematics
On Biased Stochastic Gradient Estimation
Derek Driggs, Jingwei Liang, Carola-Bibiane Schönlieb
2020-02-28