Acta Mathematica Vietnamica
- Volume 49
- Volume 48
- Volume 47
- Volume 46
- Volume 45
- Volume 44
- Volume 43
- Volume 42
- Volume 41
- Volume 40
- Volume 39
- Volume 38
- Volume 37
- Volume 36
- Volume 35
- Volume 34
- Volume 33
- Volume 32
- Volume 31
- Volume 30
- Volume 29
- Volume 28
- Volume 27
- Volume 26
- Volume 25
- Volume 24
- Volume 23
- Volume 22
- Volume 21
- Volume 20
- Volume 19
- Volume 18
- Volume 17
- Volume 16
- Volume 15
- Volume 14
- Volume 13
- Volume 12
- Volume 11
- Volume 10
- Volume 9
- Volume 8
- Volume 7
- Volume 6
- Volume 5
- Volume 4
- Volume 3
- Volume 2
- Volume 1
Stochastic Heavy-Ball Method for Constrained Stochastic Optimization Problems
Porntip Promsinchai
,
Ali Farajzadeh
,
Narin Petrot
Abstract
In this paper, we consider a heavy-ball method for the constrained stochastic optimization problem by focusing to the situation that the constraint set is specified as the intersection of possibly finitely many constraint sets. A variant algorithm of the stochastic heavy-ball method is proposed which will be incrementally processed by both the stochastic heavy-ball method and random constraint projection simultaneously. They converge almost surely to a solution of the suggested method is exhibited. Finally, a numerical experiment is discussed.