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具有非光滑不等式约束的类星体凸优化问题的镜像下降方法

Mirror Descent Methods for Quasar Convex Optimization Problems With Non-Smooth Inequality Constraints

Mohammad Alkousa

arXiv 2607.22551首次发表:更新:

AI 中文总结

研究非光滑凸泛函不等式约束下的类星体凸优化问题,提出两组含标准和修改变体的算法,通过切换迭代点运行,为确定性和随机设置开发镜像下降型算法并建立收敛速率。

AI 中文摘要

本文考虑受非光滑凸泛函(不等式型)约束的约束优化问题,其中目标函数是非光滑且类星体凸的。我们提出并分析了两组算法,每组由一个标准版本和一个修改变体组成,通过在两种类型的迭代点(有效和无效)之间切换来运行。在每组中,我们为确定性和随机设置开发了不同的镜像下降型算法,并建立了它们的收敛速率。

英文摘要

In this paper, we consider constraint optimization problems subject to non-smooth convex functional (inequality-type) constraints, wherein the objective function is non-smooth and quasar convex. We propose and analyze two groups of algorithms, each consisting of a standard version and a modified variant, that operate by switching between two types of iteration points: productive and non-productive. Within each group, we develop distinct mirror descent-type algorithms for both deterministic and stochastic settings, and we establish their convergence rates.

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