Title
Convergence of the Iterates in Mirror Descent Methods.
Abstract
We consider centralized and distributed mirror descent (MD) algorithms over a finite-dimensional Hilbert space, and prove that the problem variables converge to an optimizer of a possibly nonsmooth function when the step sizes are square summable but not summable. Prior literature has focused on the convergence of the function value to its optimum. However, applications from distributed optimizati...
Year
DOI
Venue
2019
10.1109/LCSYS.2018.2854889
IEEE Control Systems Letters
Keywords
Field
DocType
Convergence,Mirrors,Games,Optimization,Linear programming,Hilbert space,Standards
Convergence (routing),Hilbert space,Mathematical optimization,Convexity,Subgradient method,Robust regression,Iterated function,Mathematics
Journal
Volume
Issue
ISSN
3
1
2475-1456
Citations 
PageRank 
References 
1
0.35
15
Authors
4
Name
Order
Citations
PageRank
Thinh Thanh Doan1104.90
Subhonmesh Bose2103.82
Dinh Hoa Nguyen3569.05
Carolyn L. Beck440160.19