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

DOI10.1186/S13663-021-00695-3MaRDI QIDQ2138441zbMATH OpenOpenAlexFDO

Authors Hideaki Iiduka

Publication date 12 May 2022

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

Copyright license Creative Commons Attribution 4.0 International

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)

Cites work

• scientific article; zbMATH DE number 3853749 (Why is no real title available?)
• scientific article; zbMATH DE number 47597 (Why is no real title available?)
• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• scientific article; zbMATH DE number 3108780 (Why is no real title available?)
• A Stochastic Approximation Method
• A Weak-to-Strong Convergence Principle for Fejér-Monotone Methods in Hilbert Spaces
• A projection method for approximating fixed points of quasi nonexpansive mappings without the usual demiclosedness condition
• Adaptive subgradient methods for online learning and stochastic optimization
• Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
• Approximation of fixed points of nonexpansive mappings
• Convex analysis and monotone operator theory in Hilbert spaces
• Convex analysis and nonlinear optimization. Theory and examples
• Deep learning
• Distributed Optimization for Network Resource Allocation With Nonsmooth Utility Functions
• Fixed points of nonexpanding maps
• Formulae of epigraphical projection for solving minimax location problems
• Hybrid Steepest Descent Method for Variational Inequality Problem over the Fixed Point Set of Certain Quasi-nonexpansive Mappings
• Ill-posed problems with a priori information
• Iterative approximation of fixed points
• Learning representations by back-propagating errors
• Lectures on stochastic programming. Modeling and theory.
• Matrix Analysis
• Mean Value Methods in Iteration
• Nonlinear functional analysis. Fixed point theory and its applications
• On stochastic subgradient mirror-descent algorithm with weighted averaging
• Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
• Optimal stochastic approximation algorithms for strongly convex stochastic composite optimization. II: Shrinking procedures and optimal algorithms
• Robust Stochastic Approximation Approach to Stochastic Programming
• Stochastic approximation. A dynamical systems viewpoint.
• Strong convergence theorems for nonexpansive mappings and nonexpansive semigroups.
• The hybrid steepest descent method for the variational inequality problem over the intersection of fixed point sets of nonexpansive mappings

Cited in

(1)

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

Describes a project that uses

Uses Software

• Adam
• AdaGrad
• LIBSVM
• UCI

This page was built for publication: Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2138441)