Scale invariant stochastic gradient method with momentum

DOI10.37560/MATBIL23472147NMaRDI QIDQ6603344zbMATH OpenFDO

Authors Filip Nikolovski, Irena Stojkovska

Publication date 12 September 2024

Published in Matematichki Bilten (Search for Journal in Brave)

zbMATH Keywords

Barzilai-Borwein methodnumerical optimizationscale invariancestochastic gradient methodmomentum methodhigh probablity convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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