Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

Gadat, Sébastien and Panloup, Fabien (2017) Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity. TSE Working Paper, n. 17-856, Toulouse

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Official URL: http://tse-fr.eu/pub/32173
Item Type: Monograph (Working Paper)
Language: English
Date: October 2017
Place of Publication: Toulouse
Uncontrolled Keywords: stochastic algorithms, optimization, averaging
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Institution: Université Toulouse 1 Capitole
Site: UT1
Date Deposited: 17 Apr 2018 07:49
Last Modified: 17 Apr 2018 07:49
OAI ID: oai:tse-fr.eu:32173
URI: http://publications.ut-capitole.fr/id/eprint/25735

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