Efficient algorithms for implementing incremental proximal-point methods
From MaRDI portal
Cites work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A Stochastic Approximation Method
- An accelerated variance reducing stochastic method with Douglas-Rachford splitting
- Convex Analysis
- CVXPY: a Python-embedded modeling language for convex optimization
- Efficiency of minimizing compositions of convex functions and smooth maps
- Efficient algorithms for online decision problems
- Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
- Exponentiated gradient versus gradient descent for linear predictors
- First-order methods in optimization
- scientific article; zbMATH DE number 3341597 (Why is no real title available?)
- scientific article; zbMATH DE number 3192366 (Why is no real title available?)
- Incremental proximal methods for large scale convex optimization
- On the ergodic convergence rates of a first-order primal-dual algorithm
- Proximité et dualité dans un espace hilbertien
- Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
- Stochastic Methods for Composite and Weakly Convex Optimization Problems
- Stochastic model-based minimization of weakly convex functions
- Support-vector networks
- The importance of better models in stochastic optimization
- The Proximal Average: Basic Theory
This page was built for publication: Efficient algorithms for implementing incremental proximal-point methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6645949)
