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Mirror Prox algorithm for multi-term composite minimization and semi-separable problems - MaRDI portal

Mirror Prox algorithm for multi-term composite minimization and semi-separable problems (Q2350862)

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Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
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    Mirror Prox algorithm for multi-term composite minimization and semi-separable problems (English)
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    25 June 2015
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    algorithms
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    variational problems
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    composite optimization
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    minimization problems
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    multi-term penalty
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    proximal methods
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    convex-concave saddle point problems
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    monotone variational inequalities
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    lasso-type problem
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    nuclear norm regularization
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    alternating directions method
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    complexity bound
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