MultiLevel Composite Stochastic Optimization via Nested Variance Reduction

Junyu Zhang, Lin Xiao 0003. MultiLevel Composite Stochastic Optimization via Nested Variance Reduction. SIAM Journal on Optimization, 31(2):1131-1157, 2021. [doi]

@article{ZhangX21-11,
  title = {MultiLevel Composite Stochastic Optimization via Nested Variance Reduction},
  author = {Junyu Zhang and Lin Xiao 0003},
  year = {2021},
  doi = {10.1137/19M1285457},
  url = {https://doi.org/10.1137/19M1285457},
  researchr = {https://researchr.org/publication/ZhangX21-11},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {31},
  number = {2},
  pages = {1131-1157},
}