Algorithms of Inertial Mirror Descent in Convex Problems of Stochastic Optimization

A minimization problem for mathematical expectation of a convex loss function over given convex compact X ∈ R N is treated. It is assumed that the oracle sequentially returns stochastic subgradients for loss function at current points with uniformly bounded second moment. The aim consists in modific...

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Veröffentlicht in:	Automation and remote control 2018, Vol.79 (1), p.78-88
1. Verfasser:	Nazin, A. V.
Format:	Artikel
Sprache:	eng
Schlagworte:	CAE) and Design Calculus of Variations and Optimal Control Optimization Computer-Aided Engineering (CAD Control Descent Mathematics Mathematics and Statistics Mechanical Engineering Mechatronics Optimization Robotics Systems Theory Topical Issue Upper bounds
Online-Zugang:	Volltext
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