Convergence Analysis of a Momentum Algorithm with Adaptive Step Size for Non Convex Optimization.
Anas BarakatPascal BianchiPublished in: CoRR (2019)
Keyphrases
- convex optimization
- step size
- variable step size
- convergence rate
- convergence analysis
- cost function
- dynamic programming
- primal dual
- worst case
- global convergence
- optimization algorithm
- similarity measure
- learning algorithm
- global optimum
- objective function
- particle swarm optimization
- np hard
- learning rate
- gradient method
- computational complexity
- total variation
- hybrid algorithm
- neural network
- linear programming