On Convergence Rate of Distributed Stochastic Gradient Algorithm for Convex Optimization with Inequality Constraints.
Deming YuanDaniel W. C. HoYiguang HongPublished in: SIAM J. Control. Optim. (2016)
Keyphrases
- convergence rate
- stochastic gradient
- convex optimization
- primal dual
- step size
- dynamic programming
- interior point methods
- learning rate
- optimal solution
- simulated annealing
- worst case
- learning algorithm
- np hard
- gradient method
- cross validation
- convergence speed
- cost function
- constrained optimization
- training set
- linear systems
- multiscale
- online algorithms
- genetic algorithm