Stochastic accelerated alternating direction method of multipliers with importance sampling

DOI10.1007/S10957-018-1270-0zbMath1402.90087OpenAlexW2795674189WikidataQ129960847 ScholiaQ129960847MaRDI QIDQ1626518

Yunmei Chen, Eduardo Pasiliao, Yuyuan Ouyang, Chenxi Chen

Publication date: 27 November 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-018-1270-0

zbMATH Keywords

importance samplingduality gapvariance estimationstochastic ADMM

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (3)

Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities ⋮ A golden ratio proximal alternating direction method of multipliers for separable convex optimization ⋮ On variable splitting and augmented Lagrangian method for total variation-related image restoration models

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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• Validation analysis of mirror descent stochastic approximation method
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• The Split Bregman Method for L1-Regularized Problems
• Robust Stochastic Approximation Approach to Stochastic Programming
• Optimal Primal-Dual Methods for a Class of Saddle Point Problems
• An Accelerated Linearized Alternating Direction Method of Multipliers
• Stochastic gradient descent, weighted sampling, and the randomized Kaczmarz algorithm
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