Pages that link to "Item:Q359630"
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The following pages link to Gradient methods for minimizing composite functions (Q359630):
Displaying 50 items.
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization (Q2921184) (← links)
- A smoothing stochastic gradient method for composite optimization (Q2926083) (← links)
- A Note on Application of Nesterov’s Method in Solving Lasso-Type Problems (Q2943784) (← links)
- Activity Identification and Local Linear Convergence of Forward--Backward-type Methods (Q2968179) (← links)
- Accelerated Uzawa methods for convex optimization (Q2970101) (← links)
- MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization (Q3179624) (← links)
- A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging (Q3192655) (← links)
- The Cyclic Block Conditional Gradient Method for Convex Optimization Problems (Q3449572) (← links)
- Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems (Q3451761) (← links)
- An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization (Q3451763) (← links)
- Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization (Q3454490) (← links)
- A Total Fractional-Order Variation Model for Image Restoration with Nonhomogeneous Boundary Conditions and Its Numerical Solution (Q3454500) (← links)
- On Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex Programming (Q3454507) (← links)
- Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints (Q3465237) (← links)
- Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds (Q3465244) (← links)
- A Strictly Contractive Peaceman-Rachford Splitting Method with Logarithmic-Quadratic Proximal Regularization for Convex Programming (Q3465935) (← links)
- (Q4020034) (← links)
- (Q4558147) (← links)
- Efficient Learning with a Family of Nonconvex Regularizers by Redistributing Nonconvexity (Q4558504) (← links)
- Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice (Q4558545) (← links)
- Iterative positive thresholding algorithm for non-negative sparse optimization (Q4559400) (← links)
- A Level-Set Method for Convex Optimization with a Feasible Solution Path (Q4562247) (← links)
- Forward-Backward Envelope for the Sum of Two Nonconvex Functions: Further Properties and Nonmonotone Linesearch Algorithms (Q4586171) (← links)
- A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming (Q4596724) (← links)
- Variational Gram Functions: Convex Analysis and Optimization (Q4602347) (← links)
- Another Look at the Fast Iterative Shrinkage/Thresholding Algorithm (FISTA) (Q4603039) (← links)
- Relatively Smooth Convex Optimization by First-Order Methods, and Applications (Q4603043) (← links)
- Convergence Rates of Proximal Gradient Methods via the Convex Conjugate (Q4620416) (← links)
- Stochastic Model-Based Minimization of Weakly Convex Functions (Q4620418) (← links)
- On the convergence rate of the augmented Lagrangian-based parallel splitting method (Q4622886) (← links)
- Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming (Q4622887) (← links)
- An accelerated primal-dual iterative scheme for the <i>L</i> <sup>2</sup> -TV regularized model of linear inverse problems (Q4625204) (← links)
- An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate (Q4629373) (← links)
- (Q4636985) (← links)
- Stochastic Primal-Dual Coordinate Method for Regularized Empirical Risk Minimization (Q4636997) (← links)
- Generalized Conditional Gradient for Sparse Estimation (Q4637076) (← links)
- Linear Coupling: An Ultimate Unification of Gradient and Mirror Descent (Q4638051) (← links)
- On the complexity of parallel coordinate descent (Q4638927) (← links)
- Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions (Q4646444) (← links)
- Accelerated Residual Methods for the Iterative Solution of Systems of Equations (Q4685335) (← links)
- Nesterov perturbations and projection methods applied to IMRT (Q4959911) (← links)
- Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems (Q4965108) (← links)
- Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond (Q4967329) (← links)
- The augmented Lagrangian method with full Jacobian decomposition and logarithmic-quadratic proximal regularization for multiple-block separable convex programming (Q4967363) (← links)
- Accelerated First-Order Primal-Dual Proximal Methods for Linearly Constrained Composite Convex Programming (Q4976160) (← links)
- MultiLevel Composite Stochastic Optimization via Nested Variance Reduction (Q4987278) (← links)
- Accelerated Extra-Gradient Descent: A Novel Accelerated First-Order Method (Q4993286) (← links)
- (Q4999082) (← links)
- Online Learning of a Weighted Selective Naive Bayes Classifier with Non-convex Optimization (Q5016640) (← links)
- An accelerated majorization-minimization algorithm with convergence guarantee for non-Lipschitz wavelet synthesis model <sup>*</sup> (Q5019920) (← links)
