Convergence rate of incremental gradient and incremental Newton methods

Mert Gürbüzbalaban; Asuman Ozdaglar; Pablo A. Parrilo

doi:10.1137/17M1147846

Publications · Journal article · SIAM J. Optim. 2019

Convergence rate of incremental gradient and incremental Newton methods

Mert Gürbüzbalaban, Asuman Ozdaglar, Pablo A. Parrilo

SIAM Journal on Optimization, 29(4), pp. 2542–2565, 2019.

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Topics

Incremental methods & data ordering

Cite

@article{gurbuzbalaban2019incremental,
  title   = {Convergence rate of incremental gradient and incremental Newton methods},
  author  = {Mert Gürbüzbalaban and Asuman Ozdaglar and Pablo A. Parrilo},
  year    = {2019},
  journal = {SIAM Journal on Optimization},
  volume  = {29(4)},
  pages   = {2542--2565},
  doi     = {10.1137/17M1147846},
}

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Randomness and permutations in coordinate descent methods (Math. Program., 2020)
Global convergence rate of proximal incremental aggregated gradient methods (SIAM J. Optim., 2018)
Surpassing gradient descent provably: a cyclic incremental method with linear convergence rate (SIAM J. Optim., 2018)
A double incremental aggregated gradient method with linear convergence rate for large-scale optimization (ICASSP, 2017)

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