Random algorithms for convex minimization problems

DOI10.1007/S10107-011-0468-9zbMath1229.90128OpenAlexW2012180727MaRDI QIDQ644912

Angelia Nedić

Publication date: 7 November 2011

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-011-0468-9

zbMATH Keywords

error boundsconvex minimizationgradient algorithmsrandom algorithmssubgradient algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15)

Related Items (33)

A stochastic approximation method for convex programming with many semidefinite constraints ⋮ Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems ⋮ Convergence analysis of iterative methods for nonsmooth convex optimization over fixed point sets of quasi-nonexpansive mappings ⋮ Random and cyclic projection algorithms for variational inequalities ⋮ Multiple-sets split quasi-convex feasibility problems: Adaptive subgradient methods with convergence guarantee ⋮ Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory ⋮ Almost sure convergence of random projected proximal and subgradient algorithms for distributed nonsmooth convex optimization ⋮ Two stochastic optimization algorithms for convex optimization with fixed point constraints ⋮ Unnamed Item ⋮ Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach ⋮ String-averaging incremental stochastic subgradient algorithms ⋮ Random Function Iterations for Consistent Stochastic Feasibility ⋮ A Smooth Inexact Penalty Reformulation of Convex Problems with Linear Constraints ⋮ A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints ⋮ Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions ⋮ Near-optimal stochastic approximation for online principal component estimation ⋮ Distributed constrained stochastic subgradient algorithms based on random projection and asynchronous broadcast over networks ⋮ Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization ⋮ Projected subgradient minimization versus superiorization ⋮ String-averaging projected subgradient methods for constrained minimization ⋮ Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators ⋮ Stochastic First-Order Methods with Random Constraint Projection ⋮ Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities ⋮ On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems ⋮ Stochastic proximal splitting algorithm for composite minimization ⋮ Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities ⋮ Ergodic Convergence of a Stochastic Proximal Point Algorithm ⋮ Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions ⋮ Randomized Projection Methods for Convex Feasibility: Conditioning and Convergence Rates ⋮ Consensus-based distributed optimisation of multi-agent networks via a two level subgradient-proximal algorithm ⋮ Random minibatch subgradient algorithms for convex problems with functional constraints ⋮ Linear Convergence of Random Dual Coordinate Descent on Nonpolyhedral Convex Problems ⋮ Inertial-type incremental constraint projection method for solving variational inequalities without Lipschitz continuity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smooth minimization of non-smooth functions
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Incremental proximal methods for large scale convex optimization
• The rate of convergence for the cyclic projections algorithm. I: Angles between convex sets
• The rate of convergence for the cyclic projections algorithm. II: Norms of nonlinear operators
• Error bounds: necessary and sufficient conditions
• The rate of convergence for the cyclic projections algorithm. III: Regularity of convex sets
• Decomposition into functions in the minimization problem
• Incremental gradient algorithms with stepsizes bounded away from zero
• Error bounds for nondifferentiable convex inequalities under a strong Slater constraint qualification
• A note on error bounds for convex and nonconvex programs
• New error bounds and their applications to convergence analysis of iterative algorithms
• Incremental Subgradient Methods for Nondifferentiable Optimization
• Weak Sharp Minima in Mathematical Programming
• Relaxed Alternating Projection Methods
• Resource Allocation and Cross-Layer Control in Wireless Networks
• Incremental Stochastic Subgradient Algorithms for Convex Optimization
• stochastic quasigradient methods and their application to system optimization^†
• A New Class of Incremental Gradient Methods for Least Squares Problems
• An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
• Gradient Convergence in Gradient methods with Errors
• Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
• On Projection Algorithms for Solving Convex Feasibility Problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• A Unified Analysis of Hoffman’s Bound via Fenchel Duality
• On the Asymptotic Optimality of the Gradient Scheduling Algorithm for Multiuser Throughput Allocation
• Minimization of unsmooth functionals
• Theory of Reproducing Kernels
• Functional Operators (AM-21), Volume 1

This page was built for publication: Random algorithms for convex minimization problems