A MEMORY EFFICIENT INCREMENTAL GRADIENT METHOD FOR REGULARIZED MINIMIZATION

DOI10.4134/BKMS.2016.53.2.589zbMath1341.49043MaRDI QIDQ2812605

Sangwoon Yun

Publication date: 17 June 2016

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=467723

zbMATH Keywords

regularization; nonsmooth functions; incremental gradient method; running average

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

49M27: Decomposition methods

Uses Software

• PDCO