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]

@article{ZhouMBBG20,
  title = {On the Convergence of Mirror Descent beyond Stochastic Convex Programming},
  author = {Zhengyuan Zhou and Panayotis Mertikopoulos and Nicholas Bambos and Stephen P. Boyd and Peter W. Glynn},
  year = {2020},
  doi = {10.1137/17M1134925},
  url = {https://doi.org/10.1137/17M1134925},
  researchr = {https://researchr.org/publication/ZhouMBBG20},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {30},
  number = {1},
  pages = {687-716},
}