Convergence Rate of Projected Subgradient Method with Time-varying Step-sizes
Optimization and Control
2024-10-10 v1
Abstract
We establish the optimal ergodic convergence rate for the classical projected subgradient method with a time-varying step-size. This convergence rate remains the same even if we slightly increase the weight of the most recent points, thereby relaxing the ergodic sense.
Cite
@article{arxiv.2402.10221,
title = {Convergence Rate of Projected Subgradient Method with Time-varying Step-sizes},
author = {Zhihan Zhu and Yanhao Zhang and Yong Xia},
journal= {arXiv preprint arXiv:2402.10221},
year = {2024}
}
Comments
4 pages, Optimization Letters, 2024