A stochastic Bregman primal-dual splitting algorithm for composite optimization

MaRDI QIDQ6076205zbMATH OpenFDO

Authors Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili

Publication date 23 October 2023

Full work available at URL https://arxiv.org/abs/2112.11928, http://yokohamapublishers.jp/online2/oppafa/vol8/p921.html

zbMATH Keywords

Banach spaceBregman divergenceconvergence ratesfirst order algorithmsnoneuclidean splittingprimal-dual splittingrelative smoothnesssaddle point problemstotal convexity

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10)

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(5)

• Stochastic proximal splitting algorithm for composite minimization
• A splitting primal-dual proximity algorithm for solving composite optimization problems
• An optimal method for stochastic composite optimization
• Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
• Fast iterative regularization by reusing data

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