Convergence Rate of Projected Subgradient Method with Time-varying Step-sizes
arXiv:2402.10221 · doi:10.1007/s11590-024-02142-9
Abstract
We establish the optimal ergodic convergence rate for the classical projected subgradient method with a time-varying step-size. This convergence rate remains the same even if we slightly increase the weight of the most recent points, thereby relaxing the ergodic sense.
arXiv comment4 pages, Optimization Letters, 2024