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arXiv:2610.07290v1 Announce Type: cross Abstract: Recent advances in penalty-based methods for stochastic bilevel optimization (SBO) have eliminated the need for second-order derivative oracles. Howe...
arXiv:2608. 12665v1 Announce Type: cross Abstract: For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.
arXiv:2608. 05460v1 Announce Type: cross Abstract: This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function.
arXiv:2508.16791v2 Announce Type: replace-cross Abstract: We develop a novel past-extragradient-type algorithmic framework, combining both Nesterov's \textit{acceleration} and \textit{variance-reduct...
The paper investigates variance reduction techniques for non‑convex optimization when gradient evaluations are delayed. It introduces an ordered recursive momentum estimator whose oracle complexity depends on smoothness, variance, and delay, and provides bounds for both stochastic and finite‑sum settings. An asynchronous snapshot variant is also proposed, allowing updates during full‑gradient computations under a completion‑time bound.
arXiv:2609.15723v1 Announce Type: new Abstract: Traditional variance reduction methods (e.g., SPIDER, SARAH, STORM) have been extensively investigated for improving the convergence rates of stochasti...