scientific article

From MaRDI portal
Revision as of 22:48, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3079664

zbMath1211.90290MaRDI QIDQ3079664

Marc Teboulle, Amir Beck

Publication date: 2 March 2011


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functionsEnhanced flow direction arithmetic optimization algorithm for mathematical optimization problems with applications of data clusteringOn the rate of convergence of the proximal alternating linearized minimization algorithm for convex problemsAn implementable splitting algorithm for the \(\ell_1\)-norm regularized split feasibility problemA Linearly Convergent Algorithm for Solving a Class of Nonconvex/Affine Feasibility ProblemsOn some steplength approaches for proximal algorithmsSparse Bayesian learning for network structure reconstruction based on evolutionary game dataStability of Over-Relaxations for the Forward-Backward Algorithm, Application to FISTASensitivity Analysis for Mirror-Stratifiable Convex FunctionsA semi-alternating algorithm for solving nonconvex split equality problemsComputational Spectral and Ultrafast Imaging via Convex OptimizationNon-convex split Feasibility problems: models, algorithms and theoryA closer look at consistent operator splitting and its extensions for topology optimizationSplit Bregman iteration for multi-period mean variance portfolio optimizationA scaled gradient method for digital tomographic image reconstructionBackward-forward algorithms for structured monotone inclusions in Hilbert spacesCombining approximation and exact penalty in hierarchical programmingQuadratic growth conditions and uniqueness of optimal solution to LassoNonconvex mixed TV/Cahn-Hilliard functional for super-resolution/segmentation of 3D trabecular bone imagesPlanar quintic \(G^2\) Hermite interpolation with minimum strain energyAdaptive \(l_1\)-regularization for short-selling control in portfolio selectionConvex Bi-level Optimization Problems with Nonsmooth Outer Objective FunctionThree new iterative methods for solving inclusion problems and related problemsPractical perspectives on symplectic accelerated optimizationUnnamed ItemFinding second-order stationary points in constrained minimization: a feasible direction approachFirst-order methods for convex optimizationConvex approximations to sparse PCA via Lagrangian dualityVariational Gram Functions: Convex Analysis and OptimizationA double smoothing technique for solving unconstrained nondifferentiable convex optimization problemsIndependent component analysis based on fast proximal gradientOn FISTA with a relative error ruleRandom algorithms for convex minimization problemsIncremental proximal methods for large scale convex optimizationThe 2-coordinate descent method for solving double-sided simplex constrained minimization problemsA fast homotopy algorithm for gridless sparse recoveryOperator-valued kernel-based vector autoregressive models for network inferenceFused Lasso approach in portfolio selectionFOM – a MATLAB toolbox of first-order methods for solving convex optimization problemsOn the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimatorsPerformance of first-order methods for smooth convex minimization: a novel approachFunctional response regression analysisA First Order Method for Solving Convex Bilevel Optimization ProblemsTemplates for convex cone problems with applications to sparse signal recoverySensitivity analysis for inference with partially identifiable covariance matricesAsymptotic properties on high-dimensional multivariate regression M-estimationProximal algorithms and temporal difference methods for solving fixed point problemsOn the linear convergence of forward-backward splitting method. I: Convergence analysisProximal algorithms in statistics and machine learningMajorization-Minimization Procedures and Convergence of SQP Methods for Semi-Algebraic and Tame ProgramsLinearly involved generalized Moreau enhanced models and their proximal splitting algorithm under overall convexity conditionA viscosity-proximal gradient method with inertial extrapolation for solving certain minimization problems in Hilbert spaceAn Iterative Sparse-Group LassoBregman primal-dual first-order method and application to sparse semidefinite programmingFast selection of nonlinear mixed effect models using penalized likelihoodProximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth ConditionsThe forward-backward splitting method for non-Lipschitz continuous minimization problems in Banach spacesA dual Bregman proximal gradient method for relatively-strongly convex optimizationA primal-dual flow for affine constrained convex optimization




This page was built for publication: