Robust Analysis of Almost Sure Convergence of Zeroth-Order Mirror Descent Algorithm
Author:
Affiliation:
1. Department of Electrical Engineering, Indian Institute of Technology Madras, Chennai, India
Funder
RBCDSAI
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Control and Optimization,Control and Systems Engineering
Link
http://xplorestaging.ieee.org/ielx7/7782633/9828546/10143924.pdf?arnumber=10143924
Reference20 articles.
1. Mirror descent and nonlinear projected subgradient methods for convex optimization
2. Convex Optimization: Algorithms and Complexity
3. A convergence theorem for non-negative almost supermartingales and some applications;robbins;Optimizing Methods in Statistics,1971
4. Nonasymptotic Bounds for Stochastic Optimization With Biased Noisy Gradient Oracles
5. Introductory lectures on stochastic optimization
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