Publications
Optimization problems emerging in most of the real-world applications are dynamic, where either the objective function or the constraints change continuously over time. This paper proposes projected primal-dual dynamical …
Tags:
Dynamic Optimization, Convergence Analysis
Publications
This letter presents an almost sure convergence of the zeroth-order mirror descent (ZOMD) algorithm. The algorithm admits non-smooth convex functions and a biased oracle which only provides noisy function value at any …
Tags:
Zeroth-Order Optimization, Convergence Analysis, Concentration Inequality
Publications
This letter presents an almost sure convergence of the zeroth-order mirror descent (ZOMD) algorithm. The algorithm admits non-smooth convex functions and a biased oracle which only provides noisy function value at any …
Tags:
Convex Optimization, Stochastic Optimization, Convergence Analysis
