{"id":"https://openalex.org/W4401253340","doi":"https://doi.org/10.1007/s10957-024-02502-6","title":"Variance Reduction Techniques for Stochastic Proximal Point Algorithms","display_name":"Variance Reduction Techniques for Stochastic Proximal Point Algorithms","publication_year":2024,"publication_date":"2024-08-02","ids":{"openalex":"https://openalex.org/W4401253340","doi":"https://doi.org/10.1007/s10957-024-02502-6"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-024-02502-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-024-02502-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-024-02502-6.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10957-024-02502-6.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5079211796","display_name":"Cheik Traor\u00e9","orcid":"https://orcid.org/0000-0003-3114-4835"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Cheik Traor\u00e9","raw_affiliation_strings":["Malga Center, DIMA, Universit\u00e0 degli Studi di Genova, Genova, Italy"],"raw_orcid":"https://orcid.org/0000-0003-3114-4835","affiliations":[{"raw_affiliation_string":"Malga Center, DIMA, Universit\u00e0 degli Studi di Genova, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064482108","display_name":"Vassilis Apidopoulos","orcid":"https://orcid.org/0000-0002-9295-5431"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Vassilis Apidopoulos","raw_affiliation_strings":["Malga Center, Dibris, Universit\u00e0 degli Studi di Genova, Genova, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Malga Center, Dibris, Universit\u00e0 degli Studi di Genova, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017463552","display_name":"Saverio Salzo","orcid":"https://orcid.org/0000-0003-0494-9101"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Saverio Salzo","raw_affiliation_strings":["Sapienza Universit\u00e0 di Roma, Roma, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sapienza Universit\u00e0 di Roma, Roma, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053468228","display_name":"Silvia Villa","orcid":"https://orcid.org/0000-0002-6232-5631"},"institutions":[{"id":"https://openalex.org/I83816512","display_name":"University of Genoa","ror":"https://ror.org/0107c5v14","country_code":"IT","type":"education","lineage":["https://openalex.org/I83816512"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Silvia Villa","raw_affiliation_strings":["Malga Center, DIMA, Universit\u00e0 degli Studi di Genova, Genova, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Malga Center, DIMA, Universit\u00e0 degli Studi di Genova, Genova, Italy","institution_ids":["https://openalex.org/I83816512"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5079211796"],"corresponding_institution_ids":["https://openalex.org/I83816512"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":{"value":2990,"currency":"USD","value_usd":2990},"fwci":0.486,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.70879223,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"203","issue":"2","first_page":"1910","last_page":"1939"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9994999766349792,"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":0.9994999766349792,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9984999895095825,"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"}},{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.7815850377082825},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7438480257987976},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.6392219662666321},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6145839691162109},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5533690452575684},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5499361753463745},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.5075253248214722},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.44922322034835815},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.32622385025024414},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.20044195652008057},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.09732431173324585}],"concepts":[{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.7815850377082825},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7438480257987976},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.6392219662666321},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6145839691162109},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5533690452575684},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5499361753463745},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.5075253248214722},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.44922322034835815},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.32622385025024414},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.20044195652008057},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.09732431173324585},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10957-024-02502-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-024-02502-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-024-02502-6.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:iris.uniroma1.it:11573/1722251","is_oa":true,"landing_page_url":"https://hdl.handle.net/11573/1722251","pdf_url":"https://iris.uniroma1.it/bitstream/11573/1722251/1/Traore_Variance_2024.pdf","source":{"id":"https://openalex.org/S4377196107","display_name":"IRIS Research product catalog (Sapienza University of Rome)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:spr:joptap:v:203:y:2024:i:2:d:10.1007_s10957-024-02502-6","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-024-02502-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"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":"article"}],"best_oa_location":{"id":"doi:10.1007/s10957-024-02502-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-024-02502-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-024-02502-6.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1072749480","display_name":null,"funder_award_id":"FA9550-17","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G1523888516","display_name":null,"funder_award_id":"FA9550-","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G2510020596","display_name":null,"funder_award_id":"777826","funder_id":"https://openalex.org/F4320332999","funder_display_name":"Horizon 2020 Framework Programme"},{"id":"https://openalex.org/G260750634","display_name":null,"funder_award_id":"FA9550-17-1","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G2763947431","display_name":"Nonlocal Methods for Arbitrary Data Sources","funder_award_id":"777826","funder_id":"https://openalex.org/F4320320300","funder_display_name":"European Commission"},{"id":"https://openalex.org/G3345895242","display_name":null,"funder_award_id":"H2020-MSCA","funder_id":"https://openalex.org/F4320332999","funder_display_name":"Horizon 2020 Framework Programme"},{"id":"https://openalex.org/G3503992018","display_name":null,"funder_award_id":"FA8655-22-1-7034","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G4937468798","display_name":null,"funder_award_id":"H2020","funder_id":"https://openalex.org/F4320320300","funder_display_name":"European Commission"},{"id":"https://openalex.org/G4954509991","display_name":"Training Data-driven Experts in OPTimization","funder_award_id":"861137","funder_id":"https://openalex.org/F4320338337","funder_display_name":"H2020 Marie Sk\u0142odowska-Curie Actions"},{"id":"https://openalex.org/G5084427092","display_name":null,"funder_award_id":"FA9550-17-1-0390","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G5809100787","display_name":null,"funder_award_id":"FA9550","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G7709819892","display_name":"Training Data-driven Experts in OPTimization","funder_award_id":"861137","funder_id":"https://openalex.org/F4320320300","funder_display_name":"European Commission"},{"id":"https://openalex.org/G8512683158","display_name":null,"funder_award_id":"H2020-MSCA","funder_id":"https://openalex.org/F4320320300","funder_display_name":"European Commission"}],"funders":[{"id":"https://openalex.org/F4320320300","display_name":"European Commission","ror":"https://ror.org/00k4n6c32"},{"id":"https://openalex.org/F4320322794","display_name":"Universit\u00e0 degli Studi di Genova","ror":"https://ror.org/0107c5v14"},{"id":"https://openalex.org/F4320332999","display_name":"Horizon 2020 Framework Programme","ror":"https://ror.org/00k4n6c32"},{"id":"https://openalex.org/F4320338279","display_name":"Air Force Office of Scientific Research","ror":"https://ror.org/011e9bt93"},{"id":"https://openalex.org/F4320338337","display_name":"H2020 Marie Sk\u0142odowska-Curie Actions","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4401253340.pdf","grobid_xml":"https://content.openalex.org/works/W4401253340.grobid-xml"},"referenced_works_count":29,"referenced_works":["https://openalex.org/W114517082","https://openalex.org/W205960364","https://openalex.org/W1981042292","https://openalex.org/W1988720110","https://openalex.org/W1994616650","https://openalex.org/W2021361347","https://openalex.org/W2073750241","https://openalex.org/W2132211083","https://openalex.org/W2148936744","https://openalex.org/W2525518963","https://openalex.org/W2559655401","https://openalex.org/W2604272474","https://openalex.org/W2897048230","https://openalex.org/W2962826994","https://openalex.org/W2963005234","https://openalex.org/W2963156201","https://openalex.org/W2963248893","https://openalex.org/W2963353224","https://openalex.org/W3100387237","https://openalex.org/W3112111169","https://openalex.org/W3141595720","https://openalex.org/W4205999994","https://openalex.org/W4212774754","https://openalex.org/W4229006098","https://openalex.org/W4236362309","https://openalex.org/W4299425789","https://openalex.org/W4393199671","https://openalex.org/W6638380949","https://openalex.org/W6700431070"],"related_works":["https://openalex.org/W2169816622","https://openalex.org/W2298254442","https://openalex.org/W1997242758","https://openalex.org/W2169367269","https://openalex.org/W2951368390","https://openalex.org/W2943602910","https://openalex.org/W2900543860","https://openalex.org/W2291558465","https://openalex.org/W1981992409","https://openalex.org/W2067529449"],"abstract_inverted_index":{"Abstract":[0],"In":[1,75,165],"the":[2,16,56,59,72,80,106,121,130,133,143,168,181,184,196,201,204],"context":[3],"of":[4,18,58,84,109,114,142,160,183,195,203],"finite":[5],"sums":[6],"minimization,":[7],"variance":[8,85,186],"reduction":[9,86,187],"techniques":[10,87],"are":[11,50,66,138],"widely":[12],"used":[13],"to":[14,44,55,104,200],"improve":[15],"performance":[17],"state-of-the-art":[19],"stochastic":[20,45,89,97,145],"gradient":[21,46,73,191],"methods.":[22],"Their":[23],"practical":[24],"impact":[25],"is":[26],"clear,":[27],"as":[28,30,41,68,71],"well":[29,69],"their":[31,63,115,190],"theoretical":[32],"properties.":[33],"Stochastic":[34],"proximal":[35,90,107,146,185],"point":[36,91,147],"algorithms":[37,47],"have":[38],"been":[39],"studied":[40,70],"an":[42],"alternative":[43],"since":[48],"they":[49],"more":[51],"stable":[52],"with":[53,198],"respect":[54,199],"choice":[57,202],"step":[60,205],"size.":[61],"However,":[62],"variance-reduced":[64],"versions":[65],"not":[67],"ones.":[74],"this":[76,118],"work,":[77],"we":[78,124,154,171],"propose":[79],"first":[81],"unified":[82],"study":[83],"for":[88,129,151,211],"algorithms.":[92],"We":[93],"introduce":[94],"a":[95,156],"generic":[96],"proximal-based":[98],"algorithm":[99],"that":[100],"can":[101],"be":[102],"specified":[103],"give":[105],"version":[108],"SVRG,":[110],"SAGA,":[111],"and":[112,132],"some":[113],"variants.":[116],"For":[117],"algorithm,":[119],"in":[120,193,207],"smooth":[122],"setting,":[123],"provide":[125],"several":[126],"convergence":[127,158,174],"rates":[128],"iterates":[131],"objective":[134],"function":[135],"values,":[136],"which":[137],"faster":[139],"than":[140],"those":[141],"vanilla":[144],"algorithm.":[148],"More":[149],"specifically,":[150],"convex":[152],"functions,":[153],"prove":[155],"sublinear":[157],"rate":[159],"O":[161],"(1/":[162],"k":[163],").":[164],"addition,":[166],"under":[167],"Polyak-\u0142ojasiewicz":[169],"condition,":[170],"obtain":[172],"linear":[173],"rates.":[175],"Finally,":[176],"our":[177],"numerical":[178],"experiments":[179],"demonstrate":[180],"advantages":[182],"methods":[188],"over":[189],"counterparts":[192],"terms":[194],"stability":[197],"size":[206],"most":[208],"cases,":[209],"especially":[210],"difficult":[212],"problems.":[213]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
