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Rachel Kalpana Kalaimani
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Rachel Kalpana Kalaimani
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Rachel Kalpana Kalaimani
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Kalaimani, Rachel K.
Kalaimani, Rachel Kalpana
Kalaimani, Rachel
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Publication
An Almost Sure Convergence Analysis of Zeroth-Order Mirror Descent Algorithm
01-01-2023, Paul, Anik Kumar, Arun D Mahindrakar, Rachel Kalpana Kalaimani
In this paper, we show almost sure convergence of zeroth-order mirror descent algorithm. The algorithm admits non-smooth convex functions and assumes only an estimate of the gradient is available, obtained using Nesterov's Gausssian Approximation technique (NGA). We establish that under suitable condition of step-size, the function value of the iterates of the algorithm converge to a neighborhood of the optimal function value almost surely. We extend the analysis to the distributed implementation of the zeroth-order mirror descent algorithm.