Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
نویسندگان
چکیده
منابع مشابه
Stochastic Mirror Descent with Inexact Prox - Mapping in Density
Appendix A Strong convexity As we discussed, the posterior from Bayes’s rule could be viewed as the optimal of an optimization problem in Eq (1). We will show that the objective function is strongly convex w.r.t KL-divergence. Proof for Lemma 1. The lemma directly results from the generalized Pythagaras theorem for Bregman divergence. Particularly, for KL-divergence, we have KL(q 1 ||q) = KL(q ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2020
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-020-01490-5