Linear Convergence in Optimization Over Directed Graphs With Row-Stochastic Matrices.
Chenguang XiVan Sy MaiRan XinEyad H. AbedUsman A. KhanPublished in: IEEE Trans. Autom. Control. (2018)
Keyphrases
- directed graph
- random walk
- stochastic optimization
- stochastic approximation
- global convergence
- optimization algorithm
- convergence rate
- chance constraints
- faster convergence
- quadratic programming
- evolutionary multiobjective
- undirected graph
- optimization problems
- graph structure
- maximum flow
- linear complementarity problem
- stochastic programming
- rows and columns
- directed acyclic graph
- binary matrices
- data matrix
- constrained optimization
- quadratic program
- singular value decomposition
- binary images
- semidefinite
- low rank matrix
- binary matrix
- optimization methods
- disjoint paths
- multi objective