Large-scale nonconvex stochastic optimization by Doubly Stochastic Successive Convex approximation

Aryan Mokhtari, Alec Koppel, Gesualdo Scutari, Alejandro Ribeiro. Large-scale nonconvex stochastic optimization by Doubly Stochastic Successive Convex approximation. In 2017 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2017, New Orleans, LA, USA, March 5-9, 2017. pages 4701-4705, IEEE, 2017. [doi]

Abstract

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