Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization

zbMath1475.90048arXiv1706.06297MaRDI QIDQ4558525

Ion Necoara, Andrei T. Patrascu

Publication date: 22 November 2018

Full work available at URL: https://arxiv.org/abs/1706.06297

zbMATH Keywords

rates of convergence; stochastic proximal point; stochastic convex optimization; intersection of convex constraints; nonasymptotic convergence analysis

Mathematics Subject Classification ID

90C25: Convex programming

68T05: Learning and adaptive systems in artificial intelligence

90C15: Stochastic programming

Uses Software

• SHOGUN
• HOGWILD
• Saga