Adaptive linearized alternating direction method of multipliers for non-convex compositely regularized optimization problems

DOI10.23919/TST.2017.7914204MaRDI QIDQ3132748zbMATH OpenFDO

Authors Linbo Qiao, Bofeng Zhang, Xicheng Lu, Jinshu Su

Publication date 29 January 2018

Published in Tsinghua Science and Technology (Search for Journal in Brave)

zbMATH Keywords

adaptive linearized alternating direction method of multiplierscappled-\({l_1}\) regularized logistic regressionnon-convex compositely regularized optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Cited in

(5)

• Adaptive Third-Order Methods for Composite Convex Optimization
• Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization
• An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems
• Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications
• Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization

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