Random algorithms for convex minimization problems

Author

NEDIC, Angelia¹
[1] Department of Industrial and Enterprise Systems Engineering, University of Illinois, Urbana, IL 61801, United States

Conference title

Large Scale Optimization: Analysis, Algorithms and Applications

Conference name

Large-scale optimization: Analysis, algorithms and applications. Workshop (Shanghai 2010-05-21)

Author (monograph)

BERTSEKAS, Dimitri P (Editor)¹ ; LUO, Zhi-Quan (Editor)²
[1] Laboratory for Information and Decision Systems, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA 02139, United States
[2] Department of Electrical and Computer Engineering, University of Minnesota, Minneapolis, MN 55455, United States

Source

Mathematical programming (Print). 2011, Vol 129, Num 2, pp 225-253, 29 p ; ref : 54 ref

CODEN

MHPGA4

ISSN

0025-5610

Scientific domain

Control theory, operational research; Mathematics

Publisher

Springer, Heidelberg

Publication country

Germany

Document type

Conference Paper

Language

English

Author keyword

90C15 90C25 90C30 Convex minimization Error bounds Gradient algorithms Random algorithms Subgradient algorithms

Keyword (fr)

Algorithme randomisé Algorithme recherche Approche probabiliste Borne erreur Condition Lipschitz Contrainte ensembliste Convergence presque sûre Courbe niveau Ensemble convexe Estimation moyenne Faisabilité Fonction Lipschitz Fonction objectif Fonction valeur Intersection Moyenne pondérée Méthode gradient Méthode itérative Optimisation sous contrainte Optimisation sousgradient Pondération Programmation convexe Programmation mathématique Programmation non linéaire Programmation stochastique Solution optimale

Keyword (en)

Randomized algorithm Search algorithm Probabilistic approach Error bound Lipschitz condition Set constraint Almost sure convergence Contour line Convex set Mean estimation Feasibility Lipschitz function Objective function Value function Intersection Weighted average Gradient method Iterative method Constrained optimization Subgradient optimization Weighting Convex programming Mathematical programming Non linear programming Stochastic programming Optimal solution

Keyword (es)

Algoritmo aleatorizado Algoritmo búsqueda Enfoque probabilista Limite error Condicion Lipschitz Constreñimiento conjunto Convergencia casi segura Curva nivel Conjunto convexo Estimación promedio Practicabilidad Función Lipschitz Función objetivo Función valor Intersección Promedio pondero Método gradiente Método iterativo Optimización con restricción Optimizacíon subgradiente Ponderación Programación convexa Programación matemática Programación no lineal Programación estocástica Solución óptima

Classification

Pascal

001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming

Discipline

Operational research. Management

Origin

Inist-CNRS

Database

PASCAL

INIST identifier

24603846

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