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math.OC2023
Dynamical System Approach for Time-Varying Constrained Convex Optimization Problems
Rejitha Raveendran, Arun D. Mahindrakar, Umesh Vaidya
Optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This paper…
math.OC2023
Robust Analysis of Almost Sure Convergence of Zeroth-Order Mirror Descent Algorithm
Anik Kumar Paul, Arun D Mahindrakar, Rachel K Kalaimani
This letter presents an almost sure convergence of the zeroth-order mirror descent algorithm. The algorithm admits non-smooth convex functions and a biased oracle which only provid…