A New Homotopy Proximal Variable-Metric Framework for Composite Convex Minimization
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Publication:5076711
DOI10.1287/moor.2021.1138zbMath1498.90159arXiv1812.05243OpenAlexW3204737734MaRDI QIDQ5076711
Ling Liang, Quoc Tran Dinh, Kim-Chuan Toh
Publication date: 17 May 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.05243
homotopy methodlinear convergence ratecomposite convex minimizationfinite iteration complexityprimal-dual-primal frameworkproximal variable-metric algorithm
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Sensitivity, stability, parametric optimization (90C31) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Uses Software
Cites Work
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