Block-coordinate primal-dual method for nonsmooth minimization over linear constraints

DOI10.1007/978-3-319-97478-1_6zbMath1412.90110arXiv1801.04782OpenAlexW2784191052MaRDI QIDQ2415202

D. Russell Luke, Yura Malitsky

Publication date: 21 May 2019

Full work available at URL: https://arxiv.org/abs/1801.04782

zbMATH Keywords

saddle-point problemsrandomized methodsnoisy systemsfirst order algorithmsprimal-dual algorithmsbasis pursuitbilevel optimization problemsconstrained optimization problemscoordinate methodsproximal-point methods

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Complexity and performance of numerical algorithms (65Y20)

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