An incremental mirror descent subgradient algorithm with random sweeping and proximal step

DOI10.1080/02331934.2018.1482491MaRDI QIDQ4613984zbMATH OpenOpenAlexWikidataFDO

Authors Radu I. Boţ, Axel Böhm

Publication date 28 January 2019

Published in Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/02331934.2018.1482491

zbMATH Keywords

global rate of convergenceincremental mirror descent algorithmnonsmooth convex minimizationrandom sweeping

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Convex programming (90C25) Applications of mathematical programming (90C90)

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Cites work

• A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications
• Barrier Operators and Associated Gradient-Like Dynamical Systems for Constrained Minimization Problems
• Dual averaging methods for regularized stochastic learning and online optimization
• scientific article; zbMATH DE number 3790208 (Why is no real title available?)
• Incremental subgradient methods for nondifferentiable optimization
• Mirror descent and nonlinear projected subgradient methods for convex optimization.
• Nonsmooth steepest descent method by proximal subdifferentials in Hilbert spaces
• On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions
• On the Convergence Rate of Incremental Aggregated Gradient Algorithms
• Online learning and online convex optimization
• Primal-dual subgradient methods for convex problems
• Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping
• The ordered subsets mirror descent optimization method with applications to tomography

Cited in

(4)

• An optimal randomized incremental gradient method
• Convergence rate of incremental subgradient algorithms
• On stochastic subgradient mirror-descent algorithm with weighted averaging
• Stochastic incremental mirror descent algorithms with Nesterov smoothing

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