Incremental gradient projection algorithm for constrained composite minimization problems

MaRDI QIDQ5376283zbMATH OpenFDO

Authors Ching-Feng Wen, Luoyi Shi, Qamrul Hasan Ansari, Jen-Chih Yao

Publication date 17 September 2018

zbMATH Keywords

composite minimization problemconstrained least squares problemgradient projection algorithm

Mathematics Subject Classification ID

Iterative procedures involving nonlinear operators (47J25) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of reduced gradient type (90C52) Applications of mathematical programming (90C90)

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Cited in

(13)

• Some further results on the stability of Ky Fan's points
• Some results on strongly pseudomonotone quasi-variational inequalities
• The regularized CQ algorithm without \textit{a priori} knowledge of operator norm for solving the split feasibility problem
• Fenchel-Lagrange duality for DC infinite programs with inequality constraints
• THE INCREMENTAL MINING OF CONSTRAINED CUBE GRADIENTS
• On the convergence rate of scaled gradient projection method
• Strong convergence of an iterative algorithm involving nonlinear mappings of nonexpansive and accretive type
• Projection algorithms for composite minimization
• Fejér-monotone hybrid steepest descent method for affinely constrained and composite convex minimization
• Incremental proximal gradient scheme with penalization for constrained composite convex optimization problems
• Optimality conditions and total dualities for conic programming involving composite function
• Projection algorithms with dynamic stepsize for constrained composite minimization
• Hybrid proximal linearized algorithm for the split DC program in infinite-dimensional real Hilbert spaces

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