Stochastic accelerated alternating direction method of multipliers with importance sampling

DOI10.1007/s10957-018-1270-0zbMath1402.90087OpenAlexW2795674189WikidataQ129960847 ScholiaQ129960847MaRDI QIDQ1626518

Yunmei Chen, Eduardo Pasiliao, Yuyuan Ouyang, Chenxi Chen

Publication date: 27 November 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-018-1270-0

zbMATH Keywords

importance samplingduality gapvariance estimationstochastic ADMM

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (2)

Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities ⋮ A golden ratio proximal alternating direction method of multipliers for separable convex optimization

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