Linear convergence of proximal incremental aggregated gradient method for nonconvex nonsmooth minimization problems

DOI10.1080/00036811.2020.1849634zbMath1489.90138OpenAlexW3107941028MaRDI QIDQ5865360

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Publication date: 13 June 2022

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2020.1849634

zbMATH Keywords

linear convergencenonconvex nonsmooth minimizationmetrical subregularityproximal incremental aggregated gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

Related Items (2)

Proximal variable smoothing method for three-composite nonconvex nonsmooth minimization with a linear operator ⋮ Variable smoothing incremental aggregated gradient method for nonsmooth nonconvex regularized optimization

Uses Software

• OSCAR
• ciag
• Saga

Cites Work

• Unnamed Item
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