Dual coordinate ascent methods for non-strictly convex minimization
From MaRDI portal
Publication:2368079
DOI10.1007/BF01581245zbMath0782.90073MaRDI QIDQ2368079
Publication date: 22 August 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Related Items
THE LINEAR TIME FREQUENCY ANALYSIS TOOLBOX, Parallel variable distribution algorithm for constrained optimization with nonmonotone technique, Decomposition Methods for Sparse Matrix Nearness Problems, A parallel descent algorithm for convex programming, Approximation accuracy, gradient methods, and error bound for structured convex optimization, Sparse additive models in high dimensions with wavelets, Paved with good intentions: analysis of a randomized block Kaczmarz method, An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems, Finding the projection of a point onto the intersection of convex sets via projections onto half-spaces., Dykstras algorithm with bregman projections: A convergence proof, On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization, A coordinate gradient descent method for nonsmooth separable minimization, Computational acceleration of projection algorithms for the linear best approximation problem, Unnamed Item, Block Coordinate Descent Methods for Semidefinite Programming, An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming, Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem, A single image dehazing model using total variation and inter-channel correlation, Sparsity and persistence: mixed norms provide simple signal models with dependent coefficients, Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A successive projection method
- Multiplier and gradient methods
- Dual Ascent Methods for Problems with Strictly Convex Costs and Linear Constraints: A Unified Approach
- Optimization of “$\log x$” Entropy over Linear Equality Constraints
- Relaxation methods for problems with strictly convex separable costs and linear constraints
- A Decomposition Method and Its Application to Convex Programming
- Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Convex Analysis
- A new method for the optimization of a nonlinear function subject to nonlinear constraints
