String-averaging incremental stochastic subgradient algorithms
| Autor: | Elias S. Helou, Eduardo F. Costa, Rafael Massambone de Oliveira |
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| Rok vydání: | 2018 |
| Předmět: |
Mathematical optimization
021103 operations research Control and Optimization Applied Mathematics String (computer science) MathematicsofComputing_NUMERICALANALYSIS 0211 other engineering and technologies Regular polygon 010103 numerical & computational mathematics 02 engineering and technology 01 natural sciences PROBLEMAS INVERSOS Convex optimization Stochastic optimization 0101 mathematics Convex function Subgradient method Software Mathematics |
| Zdroj: | Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual) Universidade de São Paulo (USP) instacron:USP |
| ISSN: | 1029-4937 1055-6788 |
| Popis: | We present a method to solve constrained convex stochastic optimization problems when the objective is a finite sum of convex functions fi. Our method is based on Incremental Stochastic Subgradient... |
| Databáze: | OpenAIRE |
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