Extragradient method in optimization: convergence and complexity

DOI10.1007/s10957-017-1200-6zbMath1386.49051arXiv1609.08177OpenAlexW2963837252MaRDI QIDQ1706412

Bruce W. Suter, Edouard Pauwels, Emile Richard, Trong Phong Nguyen

Publication date: 22 March 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08177

zbMATH Keywords

descent methodforward-backward splittingKurdyka-Łojasiewicz inequalityextragradientcomplexity, first-order methodLASSO problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods involving semicontinuity and convergence; relaxation (49J45) Methods of reduced gradient type (90C52)

Related Items

A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization ⋮ A unified convergence analysis of stochastic Bregman proximal gradient and extragradient methods ⋮ Convergence Rates for Projective Splitting ⋮ Convergence results of forward-backward algorithms for sum of monotone operators in Banach spaces

Uses Software

• PDCO
• UNLocBoX

Cites Work

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