Please use this identifier to cite or link to this item: https://dspace.ctu.edu.vn/jspui/handle/123456789/71573
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;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/123456789/71573
ISSN: 0251-4184
Appears in Collections:Acta Mathematica Vietnamica 

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