Name
Title | ||
|---|---|---|
Inexact iteration of averaged operators for non-strongly convex stochastic optimization. |
Abstract | ||
|---|---|---|
We focus on inexact iteration of averaged operators with stochastic errors, and we give conditions for a sublinear O (1/K) convergence rate for this class of iteration. Then, we show that our general development gives convergence rate analysis for sampling-based algorithms for non-strongly convex stochastic optimization including minimization, saddle-point problems, and constrained optimization. |
Year | Venue | Field |
|---|---|---|
2017 | 2017 55TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON) | Sublinear function,Saddle,Stochastic optimization,Mathematical optimization,Computer science,Regular polygon,Convex function,Rate of convergence,Operator (computer programming),Constrained optimization |
DocType | ISSN | Citations |
Conference | 2474-0195 | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| William B. Haskell | 1 | 58 | 12.04 |
| Rahul Jain | 2 | 65 | 6.67 |