Solving Variational Inequalities with Stochastic Mirror-Prox Algorithm
نویسندگان
چکیده
منابع مشابه
Regularization of differential variational inequalities with locally prox-regular sets
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Appendix A Strong convexity As we discussed, the posterior from Bayes’s rule could be viewed as the optimal of an optimization problem in Eq (1). We will show that the objective function is strongly convex w.r.t KL-divergence. Proof for Lemma 1. The lemma directly results from the generalized Pythagaras theorem for Bregman divergence. Particularly, for KL-divergence, we have KL(q 1 ||q) = KL(q ...
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ژورنال
عنوان ژورنال: Stochastic Systems
سال: 2011
ISSN: 1946-5238,1946-5238
DOI: 10.1287/10-ssy011