Stochastic linearized generalized alternating direction method of multipliers: expected convergence rates and large deviation properties

DOI10.1017/s096012952300004xMaRDI QIDQ6620012

Cong-Ying Han, Tian-de Guo, Jia Hu

Publication date: 16 October 2024

Published in: Mathematical Structures in Computer Science (Search for Journal in Brave)

zbMATH Keywords

convex optimizationstochastic approximationmachine learningalternating direction method of multipliersexpected convergence ratehigh probability bound

Mathematics Subject Classification ID

Computer science (68-XX)

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