A Selective Linearization Method For Multiblock Convex Optimization

DOI10.1137/15M103217XzbMath1366.90194arXiv1511.01716MaRDI QIDQ5266536

Ruszczyński, Andrzej, Yu Du, Xiaodong Lin

Publication date: 16 June 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01716

zbMATH Keywords

nonsmooth optimizationoperator splittingalternating linearizationmultiple blocks

Mathematics Subject Classification ID

Nonlinear programming (90C30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Decomposition methods (49M27)

Related Items

An Efficient Algorithm for Minimizing Multi Non-Smooth Component Functions, An ADMM algorithm for two-stage stochastic programming problems, Proximal alternating penalty algorithms for nonsmooth constrained convex optimization, Selective linearization for multi-block statistical learning, An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems

Uses Software

• UNLocBoX

Cites Work

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