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math.OC2016★ 8 cited
A Stronger Convergence Result on the Proximal Incremental Aggregated Gradient Method
Nuri Denizcan Vanli, Mert Gurbuzbalaban, Asu Ozdaglar
We study the convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions (where the sum is…
math.OC2016★ 1 cited
Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods
Nuri Denizcan Vanli, Mert Gurbuzbalaban, Asu Ozdaglar
We focus on the problem of minimizing the sum of smooth component functions (where the sum is strongly convex) and a non-smooth convex function, which arises in regularized empiric…