An optimal method for stochastic composite optimization


This paper considers an important class of convex programming (CP) problems, namely, the stochastic composite optimization (SCO), whose objective function is given by the summation of general nonsmooth and smooth stochastic components. Since SCO covers non-smooth, smooth and stochastic CP as certain special cases, a valid lower bound on the rate of… (More)
DOI: 10.1007/s10107-010-0434-y



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