Nonconvex proximal incremental aggregated gradient method with linear convergence
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Publication:2275279
DOI10.1007/s10957-019-01538-3zbMath1429.90057arXiv1804.02571OpenAlexW3102533266WikidataQ127855529 ScholiaQ127855529MaRDI QIDQ2275279
Hui Zhang, Wei Peng, Xiaoya Zhang
Publication date: 2 October 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.02571
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
Related Items (7)
Proximal variable smoothing method for three-composite nonconvex nonsmooth minimization with a linear operator ⋮ An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems ⋮ Proximal-like incremental aggregated gradient method with Bregman distance in weakly convex optimization problems ⋮ Variable smoothing incremental aggregated gradient method for nonsmooth nonconvex regularized optimization ⋮ Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions ⋮ Inertial proximal incremental aggregated gradient method with linear convergence guarantees ⋮ Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems
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