On some stochastic mirror descent methods for constrained online optimization problems
The problem of online convex optimization naturally occurs in cases when there is an update of statistical information. The mirror descent method is well known for non-smooth optimization problems. Mirror descent is an extension of the subgradient method for solving non-smooth convex optimization pr...
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| Format: | Article |
| Language: | Russian |
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Institute of Computer Science
2019-04-01
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| Series: | Компьютерные исследования и моделирование |
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| Online Access: | http://crm.ics.org.ru/uploads/crmissues/crm_2019_2/2019_02_02.pdf |