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10/11/2022
A randomized operator splitting scheme inspired by stochastic optimization methods
In this paper, we combine the operator splitting methodology for abstrac...
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01/30/2022
SRKCD: a stabilized Runge-Kutta method for stochastic optimization
We introduce a family of stochastic optimization methods based on the Ru...
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06/17/2021
Sub-linear convergence of a tamed stochastic gradient descent method in Hilbert space
In this paper, we introduce the tamed stochastic gradient descent method...
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10/23/2020
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space
We consider a stochastic version of the proximal point algorithm for opt...
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06/09/2020