Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: application to stochastic coordinate descent

DOI10.3934/jcd.2024008MaRDI QIDQ6616289

Stefano Di Giovacchino, Konstantinos C. Zygalakis, Desmond J. Higham

Publication date: 9 October 2024

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

zbMATH Keywords

weak approximationgradient descentmean square stabilitystrong convexitymodified equation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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