A Stochastic Proximal Point Algorithm for Saddle-Point Problems

A Stochastic Proximal Point Algorithm for Saddle-Point Problems

13 September 2019

Papers citing "A Stochastic Proximal Point Algorithm for Saddle-Point Problems"

19 / 19 papers shown

Title
Multiple Greedy Quasi-Newton Methods for Saddle Point Problems Minheng Xiao Shi Bo Zhizhong Wu 86 5 0 01 Aug 2024
SAGA with Arbitrary Sampling Xun Qian Zheng Qu Peter Richtárik 59 25 0 24 Jan 2019
Local Saddle Point Optimization: A Curvature Exploitation Approach Leonard Adolphs Hadi Daneshmand Aurelien Lucchi Thomas Hofmann 100 107 0 15 May 2018
DSCOVR: Randomized Primal-Dual Block Coordinate Algorithms for Asynchronous Distributed Optimization Lin Xiao Adams Wei Yu Qihang Lin Weizhu Chen 45 59 0 13 Oct 2017
Exploiting Strong Convexity from Data with Primal-Dual First-Order Algorithms Jialei Wang Lin Xiao 86 42 0 07 Mar 2017
Stochastic Variance Reduction Methods for Policy Evaluation S. Du Jianshu Chen Lihong Li Lin Xiao Dengyong Zhou OffRL 24 156 0 25 Feb 2017
OpenAI Gym Greg Brockman Vicki Cheung Ludwig Pettersson Jonas Schneider John Schulman Jie Tang Wojciech Zaremba OffRL ODL 169 5,048 0 05 Jun 2016
Tight Complexity Bounds for Optimizing Composite Objectives Blake E. Woodworth Nathan Srebro 109 185 0 25 May 2016
Stochastic Variance Reduction Methods for Saddle-Point Problems B. Palaniappan Francis R. Bach 109 212 0 20 May 2016
Katyusha: The First Direct Acceleration of Stochastic Gradient Methods Zeyuan Allen-Zhu ODL 85 580 0 18 Mar 2016
A Simple Practical Accelerated Method for Finite Sums Aaron Defazio 100 121 0 08 Feb 2016
An optimal randomized incremental gradient method Guanghui Lan Yi Zhou 101 220 0 08 Jul 2015
Adaptive Stochastic Primal-Dual Coordinate Descent for Separable Saddle Point Problems Zhanxing Zhu Amos J. Storkey ODL 108 19 0 12 Jun 2015
Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization Yuchen Zhang Xiao Lin 90 263 0 10 Sep 2014
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives Aaron Defazio Francis R. Bach Simon Lacoste-Julien ODL 105 1,817 0 01 Jul 2014
Minimizing Finite Sums with the Stochastic Average Gradient Mark Schmidt Nicolas Le Roux Francis R. Bach 243 1,245 0 10 Sep 2013
Accelerated Proximal Stochastic Dual Coordinate Ascent for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang ODL 75 462 0 10 Sep 2013
Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang 101 1,031 0 10 Sep 2012
Convex Sparse Matrix Factorizations Francis R. Bach Julien Mairal Jean Ponce 161 143 0 10 Dec 2008