| 一种改进的随机次梯度方法的快速收敛性 |
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| 引用本文： | 周勇,侯震梅.一种改进的随机次梯度方法的快速收敛性[J].高等学校计算数学学报,2007,29(1):28-38. |
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| 作者姓名： | 周勇 侯震梅 |
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| 作者单位： | 新疆财经学院统计信息系,乌鲁木齐,830012 |
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| 摘 要： | 1引言考虑如下优化问题: min f(x)=sum from i=1 to m f_i(x),s.t. x∈X (1)其中,f_i∶R~n→R是凸函数且f_i不可微,X是R~n上的非空闭凸子集．解(1)的主要方法
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| 关 键 词： | 次梯度方法 收敛性 随机 优化问题 闭凸子集 不可微 凸函数 R^n |
| 修稿时间： | 2004-04-01 |
RAPID CONVERGENCE OF AN IMPROVED STOCHASTIC SUBGRADIENT METHOD |
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| Zhou Yong,Hou Zhenmei.RAPID CONVERGENCE OF AN IMPROVED STOCHASTIC SUBGRADIENT METHOD[J].Numerical Mathematics A Journal of Chinese Universities,2007,29(1):28-38. |
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| Authors: | Zhou Yong Hou Zhenmei |
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| Institution: | Department of Statistics, Xinjiang institute of finance and economics, Urmqi 830012 |
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| Abstract: | An improved stochastic subgradient method is considered and some analytic properties of the improved stochastic subgradient method are obtained. We also show that the convergence rate of the improved stochastic subgradient method is faster than that of the incremental subgradient method.Finally,we present results of some numerical experiments obtained by applying the stochastic subgradient method. |
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| Keywords: | nondifferential function stochastic subgradient convergence rate |
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