Incremental stochastic subgradient algorithms for convex optimization

SIAM Journal on Optimization

Volumn 20, Issue 2, 2009, Pages 691-717

  Ram, S Sundhar ^a   Nedic A ^b   Veeravalli, V V ^a  

^a University of Illinois at Urbana Champaign   (United States)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Convex optimization; Incremental optimization; Network optimization; Random networks; Stochastic approximation; Subgradient

Indexed keywords

INCREMENTAL OPTIMIZATION; NETWORK OPTIMIZATION; RANDOM NETWORK; STOCHASTIC APPROXIMATIONS; SUBGRADIENT;

ALGORITHMS; APPROXIMATION THEORY; ELECTRIC NETWORK TOPOLOGY; ERRORS; MARKOV PROCESSES; OPTIMIZATION; SIGNAL RECONSTRUCTION; STOCHASTIC SYSTEMS; WIRELESS NETWORKS;

CONVEX OPTIMIZATION;

EID: 70450201554     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/080726380     Document Type: Article

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