An Incremental Gradient Method for Optimization Problems With Variational Inequality Constraints
Author:
Affiliation:
1. Bayer U.S. LLC, St. Louis, MO, USA
2. Department of Industrial and Systems Engineering, Rutgers University, New Brunswick, NJ, USA
Funder
National Science Foundation
Office of Naval Research
U.S. Department of Energy
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Electrical and Electronic Engineering,Computer Science Applications,Control and Systems Engineering
Link
https://ieeexplore.ieee.org/ielam/9/10345385/10057966-aam.pdf
Reference26 articles.
1. A stochastic gradient method with an exponential convergence rate for finite training sets;roux;Proc Adv Neural Inf Process Syst,0
2. A Convergent Incremental Gradient Method with a Constant Step Size
3. Distributed Constrained Optimization by Consensus-Based Primal-Dual Perturbation Method
4. SAGA: A fast incremental gradient method with support for non-strongly convex composite objectives;defazio;Proc Adv Neural Inf Process Syst,0
5. Incremental subgradient methods for nondifferentiable optimization;nedi?;SIAM J Optim,2001
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