A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
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Publication:1946618
DOI10.1007/S10589-012-9523-6zbMath1291.90237arXiv1203.2070OpenAlexW2078665452MaRDI QIDQ1946618
Radu Ioan Boţ, Christopher Hendrich
Publication date: 15 April 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2070
Related Items (12)
Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators ⋮ A Lagrange duality approach for multi-composed optimization problems ⋮ Optimal subgradient algorithms for large-scale convex optimization in simple domains ⋮ Variable smoothing for convex optimization problems using stochastic gradients ⋮ An adaptive primal-dual framework for nonsmooth convex minimization ⋮ Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) ⋮ Adaptive smoothing algorithms for nonsmooth composite convex minimization ⋮ Proximal primal-dual best approximation algorithm with memory ⋮ Optimal subgradient methods: computational properties for large-scale linear inverse problems ⋮ Random minibatch subgradient algorithms for convex problems with functional constraints ⋮ A variable smoothing algorithm for solving convex optimization problems ⋮ Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
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