Proximal-Proximal-Gradient Method

DOI10.4208/jcm.1906-m2018-0282zbMath1463.65142arXiv1708.06908OpenAlexW2990842942MaRDI QIDQ5127589

Ernest K. Ryu, Wotao Yin

Publication date: 27 October 2020

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.06908

zbMATH Keywords

stochastic optimizationoperator splittinglinear convergencealmost sure convergencedistributed optimizationproximal-gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (4)

Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space ⋮ Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints ⋮ Solving a class of nonsmooth resource allocation problems with directed graphs through distributed Lipschitz continuous multi-proximal algorithms

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