Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces
Work
Year: 2019
Type: article
Abstract: Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${... more
Source: SIAM Journal on Optimization
Authors Caroline Geiersbach, Georg Ch. Pflug
Cites: 18
Cited by: 36
Related to: 10
FWCI: 3.518
Citation percentile (by year/subfield): 91.68
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
Funder Austrian Science Fund
Grant ID W1260-N35