Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization
Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization
In this paper, we present a new stochastic algorithm, namely, the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate block coordinate decomposition and an incremental block averaging scheme into the classic (stochastic) mirror descent method, …