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https://dspace.ctu.edu.vn/jspui/handle/123456789/100873
Title: | Stochastic heavy ball method for constrained stochastic optimization problems |
Authors: | Promsinchai, Porntip Farajzadeh, Ali Petrot, Narin |
Keywords: | Constrained stochastic optimization problem Heavy ball method Random projection method Converge almost surely |
Issue Date: | 2020 |
Series/Report no.: | Acta mathematica Vietnamica journal;Vol.45, No.02 .- P.501-514 |
Abstract: | In this paper, we consider a heavy-ball method for the constrained stochastic optimization problem by focusing to the situation that the constraint set is specified as the intersection of possibly finitely many constraint sets. A variant algorithm of the stochastic heavy ball method is proposed which will be incrementally processed by both the stochastic heavy ball method and random constraint projection simultaneously. They converge almost surely to a solution of the suggested method is exhibited. Finally, a numerical experiment is discussed. |
URI: | https://dspace.ctu.edu.vn/jspui/handle/123456789/100873 |
ISSN: | 0251-4184 |
Appears in Collections: | Acta Mathematica Vietnamica |
Files in This Item:
File | Description | Size | Format | |
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_file_ Restricted Access | 2.02 MB | Adobe PDF | ||
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