Ergodic mirror descent

SIAM Journal on Optimization

Volumn 22, Issue 4, 2012, Pages 1549-1578

  Duchi, John C ^a   Agarwal, Alekh ^b   Johansson, Mikael ^c   Jordan, Michael I ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b MICROSOFT RESEARCH   (United States)

^c ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Convex programming; Markov chain; Mirror descent algorithm; Mixing; Monte Carlo sampling; Stochastic optimization

Indexed keywords

DECISION PROBLEMS; DISTRIBUTED OPTIMIZATION; ERGODICS; HIGH DIMENSIONAL SPACES; HIGH PROBABILITY; MONTE CARLO SAMPLING; PEER TO PEER; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; STRONG CONVERGENCE; SUBGRADIENT DESCENT;

CONVEX PROGRAMMING; MARKOV PROCESSES; MIRRORS; MIXING; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; STOCHASTIC SYSTEMS;

OPTIMIZATION;

EID: 84871567576     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/110836043     Document Type: Article

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