Search Results for author: Michael Ulbrich

Found 3 papers, 2 papers with code

A Stochastic Proximal Polyak Step Size

1 code implementation12 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.

Image Classification

A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction

1 code implementation1 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.

A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization

no code implementations9 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.

Binary Classification Stochastic Optimization

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