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math.OC2017
Convergence of the Exponentiated Gradient Method with Armijo Line Search
Yen-Huan Li, Volkan Cevher
Consider the problem of minimizing a convex differentiable function on the probability simplex, spectrahedron, or set of quantum density matrices. We prove that the exponentiated g…
math.OC2017★ 1 cited
A General Convergence Result for the Exponentiated Gradient Method
Yen-Huan Li, Volkan Cevher
The batch exponentiated gradient (EG) method provides a principled approach to convex smooth minimization on the probability simplex or the space of quantum density matrices. Howev…