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This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but convex) component.
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Available on http://www.optimization-online.org/
C. D. Dang and G. Lan · 2012
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SIAM Journal on Optimization
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O. Chapelle, V. Sindhwani, and S. S. Keerthi
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E-print: www2.isye.gatech.edu/ ∼ \sim nemirovs/LargeDevSubmitted.pdf
A. Juditsky and A. S. Nemirovski · 2008
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G. Lan, A. S. Nemirovski, and A. Shapiro
2012
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to appear
2013
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