Convergence rate analysis of projected stochastic subgradient method using conjugate gradient-like direction

MaRDI QIDQ4617664zbMATH OpenFDO

Authors Yuta Sekine, Hideaki Iiduka

Publication date 6 February 2019

Full work available at URL http://www.yokohamapublishers.jp/online2/oplna/vol3/p203.html

zbMATH Keywords

conjugate gradient methodprojected stochastic subgradient methodstochastic programming

Mathematics Subject Classification ID

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

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(2)

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