Snake: A Stochastic Proximal Gradient Algorithm for Regularized Problems Over Large Graphs

DOI10.1109/TAC.2019.2890888zbMath1482.90156arXiv1712.07027WikidataQ128686398 ScholiaQ128686398MaRDI QIDQ5223690

Adil Salim, Walid Hachem, Pascal Bianchi

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.07027

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Convex programming (90C25) Graph algorithms (graph-theoretic aspects) (05C85)

Related Items (5)

Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space ⋮ New nonasymptotic convergence rates of stochastic proximal point algorithm for stochastic convex optimization ⋮ Stochastic proximal splitting algorithm for composite minimization ⋮ Dualize, split, randomize: toward fast nonsmooth optimization algorithms

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