Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
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DOI: 10.1007/s11590-020-01537-8
Abstract: We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function having the property of generalized differentiability. As a tool of our analysis,… read more here.
Keywords: subgradient method; subgradient; stochastic subgradient; optimization ... See more keywords
Privacy Masking Stochastic Subgradient-Push Algorithm for Distributed Online Optimization
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DOI: 10.1109/tcyb.2020.2973221
Abstract: This article investigates the problem of distributed online optimization for a group of units communicating on time-varying unbalanced directed networks. The main target of the set of units is to cooperatively minimize the sum of… read more here.
Keywords: optimization; distributed online; online optimization; stochastic subgradient ... See more keywords
Accelerate stochastic subgradient method by leveraging local growth condition
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DOI: 10.1142/s0219530519400050
Abstract: In this paper, a new theory is developed for first-order stochastic convex optimization, showing that the global convergence rate is sufficiently quantified by a local growth rate of the objective function in a neighborhood of… read more here.
Keywords: stochastic subgradient; see text; growth; formula see ... See more keywords