Fast first-order methods for composite convex optimization with backtracking

DOI10.1007/S10208-014-9189-9zbMath1304.90161OpenAlexW1997616626MaRDI QIDQ404292

Xi Bai, Katya Scheinberg, Donald Goldfarb

Publication date: 4 September 2014

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

Full work available at URL: https://doi.org/10.1007/s10208-014-9189-9

zbMATH Keywords

convergence ratesconvex optimizationaccelerated first-order methodscomposite optimization

Mathematics Subject Classification ID

Convex programming (90C25)

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Uses Software

• UCI-ml
• Yall1

Cites Work

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• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Smooth minimization of non-smooth functions
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Gradient methods for minimizing composite functions
• Fast alternating linearization methods for minimizing the sum of two convex functions
• Introductory lectures on convex optimization. A basic course.
• Model Selection and Estimation in Regression with Grouped Variables

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