Complexity of finding near-stationary points of convex functions stochastically

نویسندگان

  • Damek Davis
  • Dmitriy Drusvyatskiy
چکیده

In the recent paper [3], it was shown that the stochastic subgradient method applied to a weakly convex problem, drives the gradient of the Moreau envelope to zero at the rate O(k−1/4). In this supplementary note, we present a stochastic subgradient method for minimizing a convex function, with the improved rate Õ(k−1/2).

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تاریخ انتشار 2018