Gradient Descent in the Absence of Global Lipschitz Continuity of the Gradients
Author:
Affiliation:
1. Department of Statistics, University of Wisconsin – Madison, Madison, WI 53706 USA.
2. Department of Industrial and Operations Engineering, University of Michigan – Ann Arbor, Ann Arbor, MI 48109 USA.
Funder
Wisconsin Alumni Research Foundation
Office of Naval Research
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Reference42 articles.
1. Minimization of functions having Lipschitz continuous first partial derivatives
2. A Descent Lemma Beyond Lipschitz Gradient Continuity: First-Order Methods Revisited and Applications
3. First-Order Methods in Optimization
4. Lecture Notes in Math. 1709;Benaïm M.,1999
5. Stoch. Model. Appl. Probab. 22;Benveniste A.,2012
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