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Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms

Saeed Ghadimi, Guanghui Lan. Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms. SIAM Journal on Optimization, 23(4):2061-2089, 2013. [doi]

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