Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
Sign Up to like & getrecommendations! Published in 2020 at "Optimization Letters"
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
One-Bit Compressive Sensing With Projected Subgradient Method Under Sparsity Constraints
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Information Theory"
DOI: 10.1109/tit.2019.2922328
Abstract: One-bit compressive sensing theory shows that the sparse signals can be almost exactly reconstructed from a small number of one-bit quantized linear measurements. This paper presents the convergence analysis of the binary iterative hard thresholding… read more here.
Keywords: convergence; subgradient method; compressive sensing; one bit ... See more keywords