Parsimonious Least Norm Approximation

  • Authors:
  • P. S. Bradley;O. L. Mangasarian;J. B. Rosen

  • Affiliations:
  • Computer Sciences Department, University ofWisconsin, 1210 West Dayton Street, Madison, WI 53706.E-mail: paulb@cs.wisc.edu, olvi@cs.wisc.edu;Computer Sciences Department, University ofWisconsin, 1210 West Dayton Street, Madison, WI 53706.E-mail: paulb@cs.wisc.edu, olvi@cs.wisc.edu;Computer Science and Engineering, University of California San Diego, La Jolla, CA 92093.E-mail: jbrosen@ucsd.edu

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 1998

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Abstract

We consider the class of incremental gradient methods for minimizing a sum of continuously differentiable functions. An importantnovel feature of our analysis is that the stepsizes are kept bounded awayfrom zero. We derive the first convergence ...