Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms.
Michael A. KouritzinSamira SadeghiPublished in: SIAM J. Control. Optim. (2015)
Keyphrases
- approximation algorithms
- convergence rate
- primal dual
- constant factor approximation
- approximation schemes
- np hard
- special case
- vertex cover
- minimum cost
- worst case
- learning rate
- network design problem
- global convergence
- set cover
- constant factor
- open shop
- undirected graph
- approximation ratio
- gaussian kernels
- randomized algorithms
- genetic algorithm
- numerical stability
- scheduling problem
- linear program
- tabu search