Iteration-complexity of first-order penalty methods for convex programming
From MaRDI portal
Publication:1949272
DOI10.1007/s10107-012-0588-xzbMath1282.90129MaRDI QIDQ1949272
Guanghui Lan, Renato D. C. Monteiro
Publication date: 6 May 2013
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-012-0588-x
Related Items
A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization, Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming, Unnamed Item, Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs, An Accelerated Linearized Alternating Direction Method of Multipliers, Iteration-complexity of first-order augmented Lagrangian methods for convex programming, A primal-dual flow for affine constrained convex optimization, Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method, Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function, Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient, An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems, An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems, Accelerated gradient methods for nonconvex nonlinear and stochastic programming, An optimal method for stochastic composite optimization, Iterative hard thresholding methods for \(l_0\) regularized convex cone programming, Proximal alternating penalty algorithms for nonsmooth constrained convex optimization, Iterative Potts minimization for the recovery of signals with discontinuities from indirect measurements: the multivariate case, On stochastic accelerated gradient with convergence rate, Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization, An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems, An adaptive primal-dual framework for nonsmooth convex minimization, Accelerated iterative hard thresholding algorithm for \(l_0\) regularized regression problem, On the convergence properties of non-Euclidean extragradient methods for variational inequalities with generalized monotone operators, A secant-based Nesterov method for convex functions, Stochastic first-order methods for convex and nonconvex functional constrained optimization, Majorization-minimization-based Levenberg-Marquardt method for constrained nonlinear least squares, Polyhedral approximations inp-order cone programming, Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization
Cites Work
- Smooth minimization of non-smooth functions
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Dual extrapolation and its applications to solving variational inequalities and related problems
- Introductory lectures on convex optimization. A basic course.
- On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
