Interior Gradient and Proximal Methods for Convex and Conic Optimization
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(only showing first 100 items - show all)- On the nature of Bregman functions
- A family of subgradient-based methods for convex optimization problems in a unifying framework
- Faster Lagrangian-based methods in convex optimization
- scientific article; zbMATH DE number 1047680 (Why is no real title available?)
- Algorithms for stochastic optimization with function or expectation constraints
- Quasi-subgradient methods with Bregman distance for quasi-convex feasibility problems
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- An optimal method for stochastic composite optimization
- Global convergence of block Bregman proximal iteratively reweighted algorithm with extrapolation
- Comparative study of RPSALG algorithm for convex semi-infinite programming
- Bregman three-operator splitting methods
- An extrapolated iteratively reweighted \(\ell_1\) method with complexity analysis
- On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations
- A preconditioner for a primal-dual Newton conjugate gradient method for compressed sensing problems
- Phase retrieval from coded diffraction patterns
- An interior projected-like subgradient method for mixed variational inequalities
- Subgradient methods for saddle-point problems
- Efficient sparse probability measures recovery via Bregman gradient
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- First-order methods for convex optimization
- Adaptive restart for accelerated gradient schemes
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- An interior proximal gradient method for nonconvex optimization
- An inexact algorithm with proximal distances for variational inequalities
- An alternating direction method for finding Dantzig selectors
- Coordinate descent with arbitrary sampling. I: Algorithms and complexity.
- First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
- A proximal multiplier method for separable convex minimization
- Convex-concave backtracking for inertial Bregman proximal gradient algorithms in nonconvex optimization
- An inertial Bregman proximal gradient algorithm for nonconvex composite optimization problems
- A cyclic block coordinate descent method with generalized gradient projections
- An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems
- Interior proximal methods and central paths for convex second-order cone programming
- An accelerated linearized alternating direction method of multipliers
- Gradient methods and conic least-squares problems
- Inexact multi-objective local search proximal algorithms: application to group dynamic and distributive justice problems
- Proximal alternating penalty algorithms for nonsmooth constrained convex optimization
- The interior proximal extragradient method for solving equilibrium problems
- An interior proximal method in vector optimization
- Inertial proximal gradient methods with Bregman regularization for a class of nonconvex optimization problems
- RedEx: beyond fixed representation methods via convex optimization
- Linear and superlinear convergence of an inexact algorithm with proximal distances for variational inequality problems
- An optimal randomized incremental gradient method
- OSGA: a fast subgradient algorithm with optimal complexity
- The supporting halfspace-quadratic programming strategy for the dual of the best approximation problem
- An accelerated coordinate gradient descent algorithm for non-separable composite optimization
- Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in Hilbert spaces
- Quartic first-order methods for low-rank minimization
- Iteration-complexity of first-order penalty methods for convex programming
- First-order methods for nonnegative trigonometric matrix polynomials
- On the convergence rate of entropic proximal optimization methods
- On linear convergence of non-Euclidean gradient methods without strong convexity and Lipschitz gradient continuity
- Accelerated Bregman gradient methods for relatively smooth and relatively Lipschitz continuous minimization problems
- Gradient sliding for composite optimization
- New results on subgradient methods for strongly convex optimization problems with a unified analysis
- An inexact proximal method for quasiconvex minimization
- Optimal complexity and certification of Bregman first-order methods
- An extension of proximal methods for quasiconvex minimization on the nonnegative orthant
- A simplified view of first order methods for optimization
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation
- Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
- Nesterov's acceleration at the limit: first-order schemes
- Stochastic quasi-subgradient methods with Bregman projection for stochastic quasi-convex feasibility problems
- Accelerating variance-reduced stochastic gradient methods
- Proportional-integral projected gradient method for conic optimization
- Random gradient extrapolation for distributed and stochastic optimization
- Generalized proximal distances for bilevel equilibrium problems
- An average curvature accelerated composite gradient method for nonconvex smooth composite optimization problems
- Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
- Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization
- Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities
- Factor-\(\sqrt{2}\) acceleration of accelerated gradient methods
- Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming
- A new convergence analysis and perturbation resilience of some accelerated proximal forward-backward algorithms with errors
- On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
- Interior dual proximal point algorithm using preconditioned conjugate gradient †
- An interior proximal method with proximal distances for quasimonotone equilibrium problems
- Hessian barrier algorithms for linearly constrained optimization problems
- On decomposition models in imaging sciences and multi-time Hamilton-Jacobi partial differential equations
- Accelerated Uzawa methods for convex optimization
- A simple convergence analysis of Bregman proximal gradient algorithm
- Delay-tolerant distributed Bregman proximal algorithms
- Inertial Bregman proximal gradient under partial smoothness
- Nonmonotone projected gradient methods based on barrier and Euclidean distances
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- A strictly contractive Peaceman-Rachford splitting method with logarithmic-quadratic proximal regularization for convex programming
- Pareto solutions as limits of collective traps: an inexact multiobjective proximal point algorithm
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift
- Primal-dual first-order methods for a class of cone programming
- Accelerated schemes for a class of variational inequalities
- A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity
- On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators
- WARPd: a linearly convergent first-order primal-dual algorithm for inverse problems with approximate sharpness conditions
- Maximum entropy on the mean and the Cramér rate function in statistical estimation and inverse problems: properties, models, and algorithms
- An inexact proximal method with proximal distances for quasimonotone equilibrium problems
- Interior Gradient and Epsilon-Subgradient Descent Methods for Constrained Convex Minimization
- Further study on the convergence rate of alternating direction method of multipliers with logarithmic-quadratic proximal regularization
- Bregman primal-dual first-order method and application to sparse semidefinite programming
- An inexact scalarization proximal point method for multiobjective quasiconvex minimization
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