Accelerated randomized mirror descent algorithms for composite non-strongly convex optimization

DOI10.1007/s10957-018-01469-5zbMath1461.65154arXiv1605.06892OpenAlexW2884784523MaRDI QIDQ2420797

Huan Xu, Cuong Viet Nguyen, Jiashi Feng, Canyi Lu, Le Thi Khanh Hien

Publication date: 7 June 2019

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

Full work available at URL: https://arxiv.org/abs/1605.06892

zbMATH Keywords

acceleration techniquescomposite optimizationmirror descent methodinexact proximal point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items

An aggressive reduction on the complexity of optimization for non-strongly convex objectives, A stochastic variance reduction algorithm with Bregman distances for structured composite problems, Stochastic incremental mirror descent algorithms with Nesterov smoothing, An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems

Uses Software

• NESTA
• SSVM
• Saga

Cites Work

• Smooth minimization of non-smooth functions
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• Gradient methods for minimizing composite functions
• First-order methods of smooth convex optimization with inexact oracle
• Fixed point and Bregman iterative methods for matrix rank minimization
• Introductory lectures on convex optimization. A basic course.
• Error bounds for proximal point subproblems and associated inexact proximal point algorithms
• Accelerated and Inexact Forward-Backward Algorithms
• A Singular Value Thresholding Algorithm for Matrix Completion
• NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
• Accelerated, Parallel, and Proximal Coordinate Descent
• First-Order Methods for Sparse Covariance Selection
• Robust Stochastic Approximation Approach to Stochastic Programming
• Monotone Operators and the Proximal Point Algorithm
• Convergence of Proximal-Like Algorithms
• Numerical methods for nondifferentiable convex optimization
• Katyusha: the first direct acceleration of stochastic gradient methods
• A Proximal Stochastic Gradient Method with Progressive Variance Reduction
• Total Variation Projection With First Order Schemes
• Interior Gradient and Proximal Methods for Convex and Conic Optimization
• SSVM: A smooth support vector machine for classification
• Unnamed Item
• Unnamed Item
• Unnamed Item