On convergence rate of stochastic proximal point algorithm without strong convexity, smoothness or bounded gradients.

Andrei Patrascu

Published in: CoRR (2019)

Keyphrases

convergence rate
step size
proximal point algorithm
convergence speed
learning rate
global convergence
wavelet neural network
gradient method
cost function
mutation operator
numerical stability
basis pursuit
objective function
higher order
optimization algorithm