Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
DOI10.1007/s10589-014-9723-3zbMath1321.65105arXiv1311.1098OpenAlexW2154319048WikidataQ57392873 ScholiaQ57392873MaRDI QIDQ2350862
Niao He, Arkadi Nemirovski, Anatoli B. Juditsky
Publication date: 25 June 2015
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1098
algorithmsminimization problemsvariational problemscomplexity boundmonotone variational inequalitiesnuclear norm regularizationproximal methodscomposite optimizationalternating directions methodconvex-concave saddle point problemslasso-type problemmulti-term penalty
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Minimax problems in mathematical programming (90C47) Variational inequalities (49J40) Complexity and performance of numerical algorithms (65Y20) Numerical methods for variational inequalities and related problems (65K15)
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Cites Work
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