Mirror Prox algorithm for multi-term composite minimization and semi-separable problems (Q2350862)
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scientific article
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| English | Mirror Prox algorithm for multi-term composite minimization and semi-separable problems |
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Mirror Prox algorithm for multi-term composite minimization and semi-separable problems (English)
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25 June 2015
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algorithms
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variational problems
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composite optimization
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minimization problems
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multi-term penalty
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proximal methods
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convex-concave saddle point problems
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monotone variational inequalities
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lasso-type problem
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nuclear norm regularization
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alternating directions method
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complexity bound
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0.8981065
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0.8961127
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0.88988787
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0.8813452
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0.87119645
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0.87118703
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0.8710863
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