Convergence Rate of Incremental Gradient and Incremental Newton Methods
| Autor: | Pablo A. Parrilo, Asuman Ozdaglar, Mert Gurbuzbalaban |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Data processing
021103 operations research 0211 other engineering and technologies 010103 numerical & computational mathematics 02 engineering and technology 01 natural sciences Theoretical Computer Science Rate of convergence Convex optimization Applied mathematics 0101 mathematics Convex function Software Mathematics |
| Zdroj: | SIAM Journal on Optimization. 29:2542-2565 |
| ISSN: | 1095-7189 1052-6234 |
| Popis: | The incremental gradient (IG) method is a prominent algorithm for minimizing a finite sum of smooth convex functions and is used in many contexts including large-scale data processing applications ... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|