Sequential convergence of AdaGrad algorithm for smooth convex optimization

DOI10.1016/j.orl.2021.04.011OpenAlexW3160847367MaRDI QIDQ2060570

Cheik Traoré, Edouard Pauwels

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.12341

zbMATH Keywords

convex optimizationadaptive algorithmsFejér monotonicitysequential convergence

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

Related Items (1)

Two methods for studying the response and the reliability of a fractional stochastic dynamical system

Uses Software

• AdaGrad

Cites Work

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• Variable metric quasi-Fejér monotonicity
• Proximal Splitting Methods in Signal Processing
• Optimization with Sparsity-Inducing Penalties
• Optimization Methods for Large-Scale Machine Learning

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