A parameterized proximal point algorithm for separable convex optimization

DOI10.1007/s11590-017-1195-9zbMath1407.90250arXiv1812.03759OpenAlexW2754227567MaRDI QIDQ1800446

Jianchao Bai, Hongchao Zhang, Ji-Cheng Li

Publication date: 23 October 2018

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.03759

zbMATH Keywords

global convergenceproximal point algorithmstatistical learningseparable convex programming

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51)

Related Items (10)

General parameterized proximal point algorithm with applications in statistical learning ⋮ Some extensions of the operator splitting schemes based on Lagrangian and primal–dual: a unified proximal point analysis ⋮ A generalized forward-backward splitting operator: degenerate analysis and applications ⋮ Approximate customized proximal point algorithms for separable convex optimization ⋮ Regularized quasi-monotone method for stochastic optimization ⋮ The operator splitting schemes revisited: primal-dual gap and degeneracy reduction by a unified analysis ⋮ Strongly convergent inertial proximal point algorithm without on-line rule ⋮ Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers ⋮ Convergence results of two-step inertial proximal point algorithm ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize

Uses Software

• PDCO
• ElemStatLearn

Cites Work

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