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Results tagged with nonlinear-optimization
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user 16267
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
3
votes
Accepted
Stochastic gradient descent convergence for non-convex smooth functions
There is also a more recent literature on convergence of a randomized SGD for non-convex functions: http://arxiv.org/pdf/1309.5549v1.pdf
- 219
2
votes
2
answers
1k
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Stochastic gradient descent convergence for non-convex smooth functions
I'm looking for a proof of convergence of stochastic gradient descent applied to a non-convex smooth function. I'm generally interested in just asymptotic convergence, preferably to a critical point, …
- 219