What guarantees of optimality do we get when minimizing with Stochastic Gradient Descent a problem in its original formulation, after showing that it is a Geometric Programming instance (i.e. can be formulated as Convex Optimization when applying logarithmic transformation to the variables)?
2026-02-23 05:23:41.1771824221
Optimality guarantees of SGD convergence in Geometric Programming
109 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in CONVEX-OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- Least Absolute Deviation (LAD) Line Fitting / Regression
- Check if $\phi$ is convex
- Transform LMI problem into different SDP form
- Can a linear matrix inequality constraint transform to second-order cone constraint(s)?
- Optimality conditions - necessary vs sufficient
- Minimization of a convex quadratic form
- Prove that the objective function of K-means is non convex
- How to solve a linear program without any given data?
- Distance between a point $x \in \mathbb R^2$ and $x_1^2+x_2^2 \le 4$
Related Questions in NUMERICAL-OPTIMIZATION
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Bouncing ball optimization
- Minimization of a convex quadratic form
- What is the purpose of an oracle in optimization?
- What do you call iteratively optimizing w.r.t. various groups of variables?
- ProxASAGA: compute and use the support of $\Delta f$
- Can every semidefinite program be solved in polynomial time?
- In semidefinite programming we don't have a full dimensional convex set to use ellipsoid method
- How to generate a large PSD matrix $A \in \mathbb{R}^{n \times n}$, where $\mathcal{O}(n) \sim 10^3$
- Gram matrices in the Rayleigh-Ritz algorithm
Related Questions in GRADIENT-DESCENT
- Gradient of Cost Function To Find Matrix Factorization
- Can someone explain the calculus within this gradient descent function?
- Established results on the convergence rate of iterates for Accelerated Gradient Descent?
- Sensitivity (gradient) of function solved using RK4
- Concerning the sequence of gradients in Nesterov's Accelerated Descent
- Gradient descent proof: justify $\left(\dfrac{\kappa - 1}{\kappa + 1}\right)^2 \leq \exp(-\dfrac{4t}{\kappa+1})$
- If the gradient of the logistic loss is never zero, does that mean the minimum can never be achieved?
- How does one show that the likelihood solution for logistic regression has a magnitude of infinity for separable data (Bishop exercise 4.14)?
- How to determinate that a constrained inequality system is not empty?
- How to show that the gradient descent for unconstrained optimization can be represented as the argmin of a quadratic?
Related Questions in GEOMETRIC-PROGRAMMING
- Optimality guarantees of SGD convergence in Geometric Programming
- Solving an optimization problem with lower computational complexity
- Perspective of log-sum-exp as exponential cone
- How to use binary decision variables in Geometric Programming?
- Reason for $\log$ transformation in geometric programming
- What is the correct change of variables to yield convexity in this nonlinear optimization problem?
- geometric program with posynomial equality constraints
- Geometric program with reciprocal objective function
- In geometric programming, can I maximize a posynomial objective function?
- Geometric program with posynomial > 1
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?