Zhihan

Convergence Rate of Projected Subgradient Method with Time-varying Step-sizes

  • Zhihan
  • Yanhao Zhang
  • Xia Yong
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Nonsmooth Optimization Tags , , ,

    We establish the optimal ergodic convergence rate for the classical projected subgradient method with time-varying step-sizes. This convergence rate remains the same even if we slightly increase the weight of the most recent points, thereby relaxing the ergodic sense. Article Download View Convergence Rate of Projected Subgradient Method with Time-varying Step-sizes