Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization
From MaRDI portal
Publication:4558525
zbMath1475.90048arXiv1706.06297MaRDI QIDQ4558525
Ion Necoara, Andrei T. Patrascu
Publication date: 22 November 2018
Full work available at URL: https://arxiv.org/abs/1706.06297
rates of convergencestochastic proximal pointstochastic convex optimizationintersection of convex constraintsnonasymptotic convergence analysis
Convex programming (90C25) Learning and adaptive systems in artificial intelligence (68T05) Stochastic programming (90C15)
Related Items (21)
Convergence properties of a randomized primal-dual algorithm with applications to parallel MRI ⋮ A fully stochastic primal-dual algorithm ⋮ Stochastic block projection algorithms with extrapolation for convex feasibility problems ⋮ Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ On the Convergence of Stochastic Primal-Dual Hybrid Gradient ⋮ Subgradient averaging for multi-agent optimisation with different constraint sets ⋮ Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space ⋮ A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems ⋮ Randomized Kaczmarz method with adaptive stepsizes for inconsistent linear systems ⋮ Faster randomized block sparse Kaczmarz by averaging ⋮ Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency ⋮ On the computation of equilibria in monotone and potential stochastic hierarchical games ⋮ New nonasymptotic convergence rates of stochastic proximal point algorithm for stochastic convex optimization ⋮ General convergence analysis of stochastic first-order methods for composite optimization ⋮ Faster Randomized Block Kaczmarz Algorithms ⋮ Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities ⋮ Stochastic proximal splitting algorithm for composite minimization ⋮ Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity ⋮ Randomized Projection Methods for Convex Feasibility: Conditioning and Convergence Rates ⋮ Random minibatch subgradient algorithms for convex problems with functional constraints ⋮ Linear Convergence of Random Dual Coordinate Descent on Nonpolyhedral Convex Problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints
- Random algorithms for convex minimization problems
- Incremental proximal methods for large scale convex optimization
- Introductory lectures on convex optimization. A basic course.
- A data-driven approach to robust control of multivariable systems by convex optimization
- Self-concordant analysis for logistic regression
- Random block coordinate descent methods for linearly constrained optimization over networks
- Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
- Ergodic Convergence of a Stochastic Proximal Point Algorithm
- Sparse and stable Markowitz portfolios
- Robust Stochastic Approximation Approach to Stochastic Programming
- On the Convergence of the Proximal Point Algorithm for Convex Minimization
- Acceleration of Stochastic Approximation by Averaging
- Variational Analysis
- RES: Regularized Stochastic BFGS Algorithm
- Energy-based sensor network source localization via projection onto convex sets
- Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods
- Optimization Methods for Large-Scale Machine Learning
- Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
- A First-Order Stochastic Primal-Dual Algorithm with Correction Step
- On perturbed proximal gradient algorithms
- Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
This page was built for publication: Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization
