Browsing Stochastic Programming E-print Series (SPEPS) by Subject "Probabilistic problems"
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2017-09-26BuchA randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming We propose a randomized gradient method for the handling of a convex function whose gradient computation is demanding. The method bears a resemblance to the stochastic approximation family. But in contrast to stochastic ...