Dualize, split, randomize: toward fast nonsmooth optimization algorithms
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Publication:2082232
DOI10.1007/s10957-022-02061-8zbMath1502.90133arXiv2004.02635OpenAlexW4285085550MaRDI QIDQ2082232
Konstantin Mishchenko, Adil Salim, Peter Richtárik, Laurent Condat
Publication date: 4 October 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.02635
primal-dual algorithmminimizing the sum of three convex functionsstochastic generalizations of the algorithms
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