Stochastic accelerated alternating direction method of multipliers with importance sampling
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Publication:1626518
DOI10.1007/s10957-018-1270-0zbMath1402.90087OpenAlexW2795674189WikidataQ129960847 ScholiaQ129960847MaRDI QIDQ1626518
Yunmei Chen, Eduardo Pasiliao, Yuyuan Ouyang, Chenxi Chen
Publication date: 27 November 2018
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-018-1270-0
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
Related Items (2)
Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities ⋮ A golden ratio proximal alternating direction method of multipliers for separable convex optimization
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