Envelope stepsize control for iterative algorithms based on Fejer processes with attractants
E. A. Nurminskii · Optimization methods & software · 2009
Fejer processes are frequently used models for many iterative algorithms in optimization and related areas. They can be combined with different kinds of decomposition schemes and generate various projection-type methods suitable for parallel computations. This paper reviews some recent results on Fejer processes with diminishing disturbances and suggests a new adaptive parameter-free stepsize control rule for such algorithms.