时间可变步长投影子梯度法的收敛速率
最优化与控制
2024-10-10 v1
摘要
我们建立了经典投影子梯度法（projected subgradient method）在时间可变步长（time-varying step-sizes）下的最优 Ergodic 收敛速率。即使稍微增加最近点权重，该收敛速率仍保持不变，从而放宽了 Ergodic 含义的限制。
关键词
引用
@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}
}
备注
4 pages, Optimization Letters, 2024