An optimal randomized incremental gradient method
نویسندگان
چکیده
منابع مشابه
An optimal randomized incremental gradient method
In this paper, we consider a class of finite-sum convex optimization problems whose objective function is given by the summation of m (≥ 1) smooth components together with some other relatively simple terms. We first introduce a deterministic primal-dual gradient (PDG) method that can achieve the optimal black-box iteration complexity for solving these composite optimization problems using a pr...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2017
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-017-1173-0