On the Convergence Rate of an Inexact Proximal Point Algorithm for Quasiconvex Minimization on Hadamard Manifolds
Sign Up to like & getrecommendations! Published in 2017 at "Journal of the Operations Research Society of China"
DOI: 10.1007/s40305-016-0129-z
Abstract: In this paper, we present an analysis about the rate of convergence of an inexact proximal point algorithm to solve minimization problems for quasiconvex objective functions on Hadamard manifolds. We prove that under natural assumptions… read more here.
Keywords: point algorithm; hadamard manifolds; proximal point; point ... See more keywords
Online Learning With Inexact Proximal Online Gradient Descent Algorithms
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2018.2890368
Abstract: We consider nondifferentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable, while the accuracy of… read more here.
Keywords: gradient descent; proximal online; online; inexact proximal ... See more keywords