Zap Meets Momentum: Stochastic Approximation Algorithms with Optimal Convergence Rate.
Adithya M. DevrajAna BusicSean P. MeynPublished in: CoRR (2018)
Keyphrases
- convergence rate
- approximation algorithms
- learning rate
- primal dual
- worst case
- approximation schemes
- minimum cost
- constant factor
- np hard
- convergence speed
- step size
- special case
- lp norm
- vertex cover
- competitive ratio
- gradient method
- open shop
- randomized algorithms
- optimal solution
- approximation guarantees
- undirected graph
- approximation ratio
- set cover
- strongly np hard
- upper bound
- multi objective
- optimal strategy
- numerical stability
- optimality criterion
- winner determination
- cost function
- precedence constraints
- faster convergence rate
- constant factor approximation