Convergence rates of accelerated proximal gradient algorithms under independent noise

DOI10.1007/s11075-018-0565-4zbMath1420.90069OpenAlexW2811382114WikidataQ129647654 ScholiaQ129647654MaRDI QIDQ2420162

Li-Zhi Cheng, Tao Sun, Hao Jiang, Roberto Barrio

Publication date: 5 June 2019

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-018-0565-4

zbMATH Keywords

convergence ratesaccelerationinexact algorithmproximal gradient algorithmindependent noise

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Uses Software

• AdaGrad
• Saga

Cites Work

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