具有时变步长的投影子梯度法的收敛率

IF 1.3 4区数学 Q2 MATHEMATICS, APPLIED

Optimization Letters Pub Date : 2024-08-08 DOI:10.1007/s11590-024-02142-9

Zhihan Zhu, Yanhao Zhang, Yong Xia

引用次数: 0

摘要

我们为步长随时间变化的经典投影子梯度法建立了最佳遍历收敛率。即使我们略微增加最近点的权重，从而放宽遍历意义，这一收敛率也不会改变。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Convergence rate of projected subgradient method with time-varying step-sizes

We establish the optimal ergodic convergence rate for the classical projected subgradient method with time-varying step-sizes. This convergence rate remains the same even if we slightly increase the weight of the most recent points, thereby relaxing the ergodic sense.

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来源期刊

Optimization Letters 管理科学-应用数学

CiteScore

3.40

自引率

6.20%

发文量

116

审稿时长

9 months

期刊介绍： Optimization Letters is an international journal covering all aspects of optimization, including theory, algorithms, computational studies, and applications, and providing an outlet for rapid publication of short communications in the field. Originality, significance, quality and clarity are the essential criteria for choosing the material to be published. Optimization Letters has been expanding in all directions at an astonishing rate during the last few decades. New algorithmic and theoretical techniques have been developed, the diffusion into other disciplines has proceeded at a rapid pace, and our knowledge of all aspects of the field has grown even more profound. At the same time one of the most striking trends in optimization is the constantly increasing interdisciplinary nature of the field. Optimization Letters aims to communicate in a timely fashion all recent developments in optimization with concise short articles (limited to a total of ten journal pages). Such concise articles will be easily accessible by readers working in any aspects of optimization and wish to be informed of recent developments.