{"id":"https://openalex.org/W2613688792","doi":"https://doi.org/10.1007/s10107-018-1297-x","title":"On variance reduction for stochastic smooth convex optimization with multiplicative noise","display_name":"On variance reduction for stochastic smooth convex optimization with multiplicative noise","publication_year":2018,"publication_date":"2018-06-05","ids":{"openalex":"https://openalex.org/W2613688792","doi":"https://doi.org/10.1007/s10107-018-1297-x","mag":"2613688792"},"language":"en","primary_location":{"id":"doi:10.1007/s10107-018-1297-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-018-1297-x","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1705.02969","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110910717","display_name":"Alejandro Jofr\u00e9","orcid":"https://orcid.org/0000-0002-3530-8115"},"institutions":[{"id":"https://openalex.org/I4387155550","display_name":"Center for Mathematical Modeling","ror":"https://ror.org/00wz2vk41","country_code":"CL","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387155550","https://openalex.org/I69737025"]},{"id":"https://openalex.org/I69737025","display_name":"University of Chile","ror":"https://ror.org/047gc3g35","country_code":"CL","type":"education","lineage":["https://openalex.org/I69737025"]}],"countries":["CL"],"is_corresponding":false,"raw_author_name":"Alejandro Jofr\u00e9","raw_affiliation_strings":["Center for Mathematical Modeling (CMM) and DIM, Universidad de Chile, Santiago, Chile"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Mathematical Modeling (CMM) and DIM, Universidad de Chile, Santiago, Chile","institution_ids":["https://openalex.org/I4387155550","https://openalex.org/I69737025"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053540754","display_name":"Philip Thompson","orcid":"https://orcid.org/0000-0003-1166-3320"},"institutions":[{"id":"https://openalex.org/I4387155550","display_name":"Center for Mathematical Modeling","ror":"https://ror.org/00wz2vk41","country_code":"CL","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I4387155550","https://openalex.org/I69737025"]},{"id":"https://openalex.org/I69737025","display_name":"University of Chile","ror":"https://ror.org/047gc3g35","country_code":"CL","type":"education","lineage":["https://openalex.org/I69737025"]}],"countries":["CL"],"is_corresponding":false,"raw_author_name":"Philip Thompson","raw_affiliation_strings":["Center for Mathematical Modeling (CMM), Universidad de Chile, Santiago, Chile","Center for Mathematical Modeling (CMM), Universidad de Chile, Santiago, Chile#TAB#"],"raw_orcid":"https://orcid.org/0000-0003-1166-3320","affiliations":[{"raw_affiliation_string":"Center for Mathematical Modeling (CMM), Universidad de Chile, Santiago, Chile","institution_ids":["https://openalex.org/I4387155550","https://openalex.org/I69737025"]},{"raw_affiliation_string":"Center for Mathematical Modeling (CMM), Universidad de Chile, Santiago, Chile#TAB#","institution_ids":["https://openalex.org/I4387155550","https://openalex.org/I69737025"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2190,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.5599,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.75091957,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"174","issue":"1-2","first_page":"253","last_page":"292"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.7158920764923096},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6166046857833862},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.6113989353179932},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.5324555039405823},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.5287149548530579},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.5267260074615479},{"id":"https://openalex.org/keywords/sigma","display_name":"Sigma","score":0.48161476850509644},{"id":"https://openalex.org/keywords/convex-function","display_name":"Convex function","score":0.4766745865345001},{"id":"https://openalex.org/keywords/oracle","display_name":"Oracle","score":0.464219331741333},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.4603315591812134},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.43002602458000183},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.42516279220581055},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.420392781496048},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.41906416416168213},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1601678431034088},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.14107534289360046},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.1300995647907257},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.12094396352767944},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.060392141342163086}],"concepts":[{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.7158920764923096},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6166046857833862},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.6113989353179932},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.5324555039405823},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.5287149548530579},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.5267260074615479},{"id":"https://openalex.org/C2778049214","wikidata":"https://www.wikidata.org/wiki/Q7512234","display_name":"Sigma","level":2,"score":0.48161476850509644},{"id":"https://openalex.org/C145446738","wikidata":"https://www.wikidata.org/wiki/Q319913","display_name":"Convex function","level":3,"score":0.4766745865345001},{"id":"https://openalex.org/C55166926","wikidata":"https://www.wikidata.org/wiki/Q2892946","display_name":"Oracle","level":2,"score":0.464219331741333},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.4603315591812134},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.43002602458000183},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.42516279220581055},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.420392781496048},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.41906416416168213},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1601678431034088},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.14107534289360046},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.1300995647907257},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.12094396352767944},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.060392141342163086},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C115903868","wikidata":"https://www.wikidata.org/wiki/Q80993","display_name":"Software engineering","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10107-018-1297-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-018-1297-x","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1705.02969","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1705.02969","pdf_url":"https://arxiv.org/pdf/1705.02969","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},{"id":"mag:2613688792","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1705.02969.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.1705.02969","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1705.02969","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1705.02969","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1705.02969","pdf_url":"https://arxiv.org/pdf/1705.02969","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":55,"referenced_works":["https://openalex.org/W59018853","https://openalex.org/W1487404723","https://openalex.org/W1527117384","https://openalex.org/W1541527977","https://openalex.org/W1751687266","https://openalex.org/W1965193428","https://openalex.org/W1972711404","https://openalex.org/W1980412153","https://openalex.org/W1987083649","https://openalex.org/W1992208280","https://openalex.org/W1994616650","https://openalex.org/W2024484010","https://openalex.org/W2030161963","https://openalex.org/W2045744861","https://openalex.org/W2047152541","https://openalex.org/W2061570747","https://openalex.org/W2063746322","https://openalex.org/W2086161653","https://openalex.org/W2096199223","https://openalex.org/W2096840748","https://openalex.org/W2100556411","https://openalex.org/W2107438106","https://openalex.org/W2124181538","https://openalex.org/W2124541940","https://openalex.org/W2135499062","https://openalex.org/W2138855972","https://openalex.org/W2154682027","https://openalex.org/W2162287622","https://openalex.org/W2164301055","https://openalex.org/W2166365115","https://openalex.org/W2167302917","https://openalex.org/W2168909589","https://openalex.org/W2169713291","https://openalex.org/W2406665342","https://openalex.org/W2414455940","https://openalex.org/W2436219157","https://openalex.org/W2530874098","https://openalex.org/W2593248927","https://openalex.org/W2593890025","https://openalex.org/W2595840341","https://openalex.org/W2608239888","https://openalex.org/W2950025208","https://openalex.org/W2952012226","https://openalex.org/W2952215077","https://openalex.org/W2952729970","https://openalex.org/W2963156201","https://openalex.org/W2963646202","https://openalex.org/W2964121860","https://openalex.org/W2969945254","https://openalex.org/W3100353959","https://openalex.org/W3104398353","https://openalex.org/W3147784984","https://openalex.org/W4247165901","https://openalex.org/W6618330415","https://openalex.org/W6634116496"],"related_works":["https://openalex.org/W2962930655","https://openalex.org/W2617018176","https://openalex.org/W2993258424","https://openalex.org/W3028348609","https://openalex.org/W3087437447","https://openalex.org/W2728499573","https://openalex.org/W3046665994","https://openalex.org/W1624155241","https://openalex.org/W2770027754","https://openalex.org/W2952131701","https://openalex.org/W116104437","https://openalex.org/W2963547635","https://openalex.org/W3135698422","https://openalex.org/W3100743822","https://openalex.org/W2982453018","https://openalex.org/W3183755892","https://openalex.org/W3092262213","https://openalex.org/W2952664667","https://openalex.org/W2788216258","https://openalex.org/W2967136902"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}
