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SIAMCO
2002
71views more  SIAMCO 2002»
13 years 9 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
ICS
1989
Tsinghua U.
14 years 1 months ago
Convergence rate and termination of asynchronous iterative algorithms
We consider iterative algorithms of the form z := f(z), executed by a parallel or distributed computing system. We focus on asynchronous implementations whereby each processor ite...
Dimitri P. Bertsekas, John N. Tsitsiklis
JAL
2002
69views more  JAL 2002»
13 years 9 months ago
Rates of convergence for Quicksort
The normalized number of key comparisons needed to sort a list of randomly permuted items by the Quicksort algorithm is known to converge in distribution. We identify the rate of ...
Ralph Neininger, Ludger Rüschendorf
ICML
2001
IEEE
14 years 10 months ago
Convergence of Gradient Dynamics with a Variable Learning Rate
As multiagent environments become more prevalent we need to understand how this changes the agent-based paradigm. One aspect that is heavily affected by the presence of multiple a...
Michael H. Bowling, Manuela M. Veloso
MP
2008
91views more  MP 2008»
13 years 9 months ago
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
Defeng Sun, Jie Sun, Liwei Zhang