Smooth minimization of non-smooth functions
From MaRDI portal
Publication:128676
DOI10.1007/S10107-004-0552-5zbMath1079.90102OpenAlexW2167732364MaRDI QIDQ128676
Yu. Nesterov, Niranjan Chakravarthy
Publication date: 29 December 2004
Published in: Mathematical Programming, Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-004-0552-5
Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonsmooth analysis (49J52)
Related Items (only showing first 100 items - show all)
The log-exponential smoothing technique and Nesterov's accelerated gradient method for generalized Sylvester problems ⋮ An adaptive accelerated first-order method for convex optimization ⋮ Best subset selection via a modern optimization lens ⋮ Inertial Douglas-Rachford splitting for monotone inclusion problems ⋮ A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints ⋮ Stability and experimental comparison of prototypical iterative schemes for total variation regularized problems ⋮ OSGA: a fast subgradient algorithm with optimal complexity ⋮ A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron ⋮ Optimized first-order methods for smooth convex minimization ⋮ A dual method for minimizing a nonsmooth objective over one smooth inequality constraint ⋮ Gradient sliding for composite optimization ⋮ On the ergodic convergence rates of a first-order primal-dual algorithm ⋮ On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients ⋮ New results on subgradient methods for strongly convex optimization problems with a unified analysis ⋮ Algorithms and software for total variation image reconstruction via first-order methods ⋮ Fast convex optimization via inertial dynamics with Hessian driven damping ⋮ Color image processing by vectorial total variation with gradient channels coupling ⋮ Efficient numerical methods for entropy-linear programming problems ⋮ An inexact accelerated proximal gradient method and a dual Newton-CG method for the maximal entropy problem ⋮ Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems ⋮ Large-scale semidefinite programming via a saddle point mirror-prox algorithm ⋮ Gradient methods for minimizing composite functions ⋮ Computing equilibria in economies with incomplete markets, collateral and default penalties ⋮ ParNes: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals ⋮ The geometry of least squares in the 21st century ⋮ Solving optimal stopping problems via empirical dual optimization ⋮ Sparse non Gaussian component analysis by semidefinite programming ⋮ Clustering and feature selection using sparse principal component analysis ⋮ Fast alternating linearization methods for minimizing the sum of two convex functions ⋮ Approximation accuracy, gradient methods, and error bound for structured convex optimization ⋮ Multiscale texture extraction with hierarchical \((BV,G_{p},L^2)\) decomposition ⋮ Accelerated training of max-margin Markov networks with kernels ⋮ Domain adaptation and sample bias correction theory and algorithm for regression ⋮ Dualization of signal recovery problems ⋮ First-order methods of smooth convex optimization with inexact oracle ⋮ Subgradient methods for huge-scale optimization problems ⋮ Fast first-order methods for composite convex optimization with backtracking ⋮ A class of distributed optimization methods with event-triggered communication ⋮ An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection ⋮ Model-based multiple rigid object detection and registration in unstructured range data ⋮ Operator splittings, Bregman methods and frame shrinkage in image processing ⋮ Sparse occlusion detection with optical flow ⋮ Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming ⋮ A majorization-minimization approach to the sparse generalized eigenvalue problem ⋮ Convex approximations to sparse PCA via Lagrangian duality ⋮ Testing the nullspace property using semidefinite programming ⋮ Barrier subgradient method ⋮ First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games ⋮ An optimal method for stochastic composite optimization ⋮ An implementable proximal point algorithmic framework for nuclear norm minimization ⋮ Implementation of an optimal first-order method for strongly convex total variation regularization ⋮ Smoothing proximal gradient method for general structured sparse regression ⋮ Interior point methods 25 years later ⋮ A block coordinate gradient descent method for regularized convex separable optimization and covariance selection ⋮ Random algorithms for convex minimization problems ⋮ Robust least square semidefinite programming with applications ⋮ Proximal methods for the latent group lasso penalty ⋮ A sparsity preserving stochastic gradient methods for sparse regression ⋮ Alternating direction method of multipliers for sparse principal component analysis ⋮ An infeasible-point subgradient method using adaptive approximate projections ⋮ Method of conjugate subgradients with constrained memory ⋮ Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing ⋮ An alternating extragradient method with non Euclidean projections for saddle point problems ⋮ Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression ⋮ Approximation bounds for sparse principal component analysis ⋮ Dual subgradient algorithms for large-scale nonsmooth learning problems ⋮ A nearly linear-time PTAS for explicit fractional packing and covering linear programs ⋮ Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement ⋮ Gradient consistency for integral-convolution smoothing functions ⋮ Universal gradient methods for convex optimization problems ⋮ On the convergence of the iterates of the ``fast iterative shrinkage/thresholding algorithm ⋮ An exact cooperative method for the uncapacitated facility location problem ⋮ Simultaneous nonlinear model predictive control and state estimation ⋮ On the convergence analysis of the optimized gradient method ⋮ An approach for analyzing the global rate of convergence of quasi-Newton and truncated-Newton methods ⋮ Dynamic smoothness parameter for fast gradient methods ⋮ Minimizing finite sums with the stochastic average gradient ⋮ Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset ⋮ Adaptive smoothing algorithms for nonsmooth composite convex minimization ⋮ An extragradient-based alternating direction method for convex minimization ⋮ Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs ⋮ Randomized algorithm to determine the eigenvector of a stochastic matrix with application to the PageRank problem ⋮ Compressive wave computation ⋮ Optimization problems in statistical learning: duality and optimality conditions ⋮ Self-concordant barriers for convex approximations of structured convex sets ⋮ A convergent overlapping domain decomposition method for total variation minimization ⋮ Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis ⋮ Smoothing methods for nonsmooth, nonconvex minimization ⋮ Primal-dual subgradient methods for convex problems ⋮ New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints ⋮ The randomized algorithm for finding an eigenvector of the stochastic matrix with application to PageRank ⋮ Fast proximity-gradient algorithms for structured convex optimization problems ⋮ Matrix-free interior point method for compressed sensing problems ⋮ Synthesis of cutting and separating planes in a nonsmooth optimization method ⋮ Application of a new accelerated algorithm to regression problems ⋮ A dynamical view of nonlinear conjugate gradient methods with applications to FFT-based computational micromechanics ⋮ An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints ⋮ Half-linear regularization for nonconvex image restoration models ⋮ A note on the complexity of proximal iterative hard thresholding algorithm ⋮ Accelerated gradient methods for nonconvex nonlinear and stochastic programming
Cites Work
This page was built for publication: Smooth minimization of non-smooth functions
