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Stochastic Mirror Descent in Variationally Coherent Optimization Problems

Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn. Stochastic Mirror Descent in Variationally Coherent Optimization Problems. In Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, Roman Garnett, editors, Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 4-9 December 2017, Long Beach, CA, USA. pages 7043-7052, 2017. [doi]

Authors

Zhengyuan Zhou

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Panayotis Mertikopoulos

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Nicholas Bambos

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Stephen P. Boyd

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Peter W. Glynn

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