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105
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SIAMJO
2000
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SIAMJO 2000
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Gradient Convergence in Gradient methods with Errors
15 years 2 months ago
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web.mit.edu
We consider the gradient method xt+1 = xt + t(st + wt), where st is a descent direction of a function f : n and wt is a deterministic or stochastic error. We assume that f is Lip...
Dimitri P. Bertsekas, John N. Tsitsiklis
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