A stochastic variance reduction algorithm with Bregman distances for structured composite problems (Q6106321): Difference between revisions

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+A Proximal Stochastic Gradient Method with Progressive Variance Reduction
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+Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
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+Reflected three-operator splitting method for monotone inclusion problem
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+A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators
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+Bregman forward-backward operator splitting
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+Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
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+Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization
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+Relatively Smooth Convex Optimization by First-Order Methods, and Applications
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+Analysis of Online Composite Mirror Descent Algorithm
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+Forward-backward splitting with Bregman distances
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+Optimal Primal-Dual Methods for a Class of Saddle Point Problems
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+ESSENTIAL SMOOTHNESS, ESSENTIAL STRICT CONVEXITY, AND LEGENDRE FUNCTIONS IN BANACH SPACES
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+Q5511571
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+A reflected forward-backward splitting method for monotone inclusions involving Lipschitzian operators
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+Inducing strong convergence into the asymptotic behaviour of proximal splitting algorithms in Hilbert spaces
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+Solving variational inequalities with Stochastic Mirror-Prox algorithm
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+A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems
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+Publication:6106321