Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints

DOI10.1186/S13663-021-00695-3OpenAlexW3165523929MaRDI QIDQ2138441FDOQ2138441

Hideaki Iiduka

Publication date: 12 May 2022

Published in: Fixed Point Theory and Algorithms for Sciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13663-021-00695-3

zbMATH Keywords

fixed pointquasinonexpansive mappingconvex stochastic optimizationstochastic subgradientadaptive learning rate optimization algorithmsstochastic fixed point optimization algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Numerical methods for variational inequalities and related problems (65K15)

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Cited In (1)

• Semidefinite diagonal directions Monte Carlo algorithms for detecting necessary linear matrix inequality constraints

Uses Software

• UCI-ml
• LIBSVM
• AdaGrad
• Adam

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