Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
From MaRDI portal
Publication:2322367
Abstract: We show that Dykstra's splitting for projecting onto the intersection of convex sets can be extended to minimize the sum of convex functions and a regularizing quadratic. We give conditions for which convergence to the primal minimizer holds so that more than one convex function can be minimized at a time, the convex functions are not necessarily sampled in a cyclic manner, and the SHQP strategy for problems involving the intersection of more than one convex set can be applied. When the sum does not involve the regularizing quadratic, we discuss an approximate proximal point method combined with Dykstra's splitting to minimize this sum.
Recommendations
Cites work
- scientific article; zbMATH DE number 5564093 (Why is no real title available?)
- scientific article; zbMATH DE number 3973706 (Why is no real title available?)
- scientific article; zbMATH DE number 3341597 (Why is no real title available?)
- A Decomposition Method and Its Application to Convex Programming
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A coordinate gradient descent method for nonsmooth separable minimization
- A cyclic projection algorithm via duality
- A successive projection method
- About regularity of collections of sets
- Accelerating the convergence of the method of alternating projections via a line search: A brief survey
- Alternating projection methods.
- An Algorithm for Restricted Least Squares Regression
- Best approximation in inner product spaces
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
- Convex analysis and monotone operator theory in Hilbert spaces
- Coordinate descent algorithms
- Decomposition through formalization in a product space
- Distributed deterministic asynchronous algorithms in time-varying graphs through Dykstra splitting
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Dual block-coordinate forward-backward algorithm with application to deconvolution and deinterlacing of video sequences
- Dual coordinate ascent methods for non-strictly convex minimization
- Dualization of signal recovery problems
- Incremental stochastic subgradient algorithms for convex optimization
- Incremental subgradients for constrained convex optimization: A unified framework and new methods
- Introductory lectures on convex optimization. A basic course.
- Iteration complexity analysis of block coordinate descent methods
- Monotone Operators and the Proximal Point Algorithm
- On Projection Algorithms for Solving Convex Feasibility Problems
- On the convergence of Han's method for convex programming with quadratic objective
- On the convergence of alternating minimization for convex programming with applications to iteratively reweighted least squares and decomposition schemes
- On the convergence of block coordinate descent type methods
- On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints
- Perturbation resilience and superiorization of iterative algorithms
- Projected subgradient minimization versus superiorization
- Proximal splitting methods in signal processing
- Proximity for sums of composite functions
- Random algorithms for convex minimization problems
- Regularities and their relations to error bounds
- Strong conical hull intersection property, bounded linear regularity, Jameson's property \((G)\), and error bounds in convex optimization
- The supporting halfspace-quadratic programming strategy for the dual of the best approximation problem
- Two generalizations of Dykstra's cyclic projections algorithm
- Weak sharp minima revisited. II: Application to linear regularity and error bounds
Cited in
(2)
This page was built for publication: Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2322367)
