Convergence in distribution of randomized algorithms: the case of partially separable optimization

DOI10.1007/S10107-024-02124-WMaRDI QIDQ6962847zbMATH OpenFDO

Authors Russell Luke

Publication date 8 July 2025

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10107-024-02124-W

zbMATH Keywords

Markov chainerror boundsnonconvex optimizationconvergence rateslarge-scale optimizationrandom function iteration

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

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Cited in

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• Cyclic relaxed Douglas-Rachford splitting for inconsistent nonconvex feasibility

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