1 code implementation • 12 Jan 2023 • Fabian Schaipp, Robert M. Gower, Michael Ulbrich
Developing a proximal variant of SPS is particularly important, since SPS requires a lower bound of the objective function to work well.
1 code implementation • 1 Apr 2022 • Andre Milzarek, Fabian Schaipp, Michael Ulbrich
We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems.
no code implementations • 9 Mar 2018 • Andre Milzarek, Xiantao Xiao, Shicong Cen, Zaiwen Wen, Michael Ulbrich
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function.