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On the Convergence of Mirror Descent beyond Stochastic Convex Programming

Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn. On the Convergence of Mirror Descent beyond Stochastic Convex Programming. SIAM Journal on Optimization, 30(1):687-716, 2020. [doi]

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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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