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May, 2024
差的最大结构弱凸函数的单循环随机算法
Single-loop Stochastic Algorithms for Difference of Max-Structured Weakly Convex Functions
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Quanqi Hu, Qi Qi, Zhaosong Lu, Tianbao Yang
TL;DR
本文研究了一类非光滑非凸问题,提出了一种基于随机Moreau包络梯度方法的单循环算法来解决这类问题,该算法在解决非光滑非凸问题上取得了最先进的非渐进收敛速率,通过实验证明了算法的有效性。
Abstract
In this paper, we study a class of
non-smooth non-convex problems
in the form of $\min_{x}[\max_{y\in Y}\phi(x, y) - \max_{z\in Z}\psi(x, z)]$, where both $\Phi(x) = \max_{y\in Y}\phi(x, y)$ and $\Psi(x)=\max_{z\in Z}\psi(x, z)$ are
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