Convergence of Stochastic Proximal Gradient Algorithm
Abstract We study the extension of the proximal gradient algorithm where only a stochastic gradient estimate is available and a relaxation step is allowed. We establish convergence rates for function values in the convex case, as well as almost sure convergence and convergence rates for the iterate...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer US
2021
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| Online Access: | https://hdl.handle.net/1721.1/131842 |