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

DOI10.1080/02331934.2018.1482491zbMath1405.90099OpenAlexW2808520903WikidataQ64327694 ScholiaQ64327694MaRDI QIDQ4613984

Radu Ioan Boţ, Axel Böhm

Publication date: 28 January 2019

Published in: Optimization (Search for Journal in Brave)

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

zbMATH Keywords

nonsmooth convex minimizationglobal rate of convergenceincremental mirror descent algorithmrandom sweeping

Mathematics Subject Classification ID

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

Cites Work

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• On the Convergence Rate of Incremental Aggregated Gradient Algorithms
• Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
• A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications

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