A weighted mirror descent algorithm for nonsmooth convex optimization problem

DOI10.1007/S10957-016-0963-5MaRDI QIDQ328453zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Duy V. N. Luong, Panos Parpas, Daniel Rueckert, Berç Rustem

Publication date 20 October 2016

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10957-016-0963-5

zbMATH Keywords

weighted distanceMarkov random fieldssubgradient projectionmirror descent

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Programming involving graphs or networks (90C35)

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Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
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• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• An analysis of convex relaxations for MAP estimation of discrete MRFs
• Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
• Ergodic, primal convergence in dual subgradient schemes for convex programming
• Markov Random Field Modeling in Image Analysis
• Mirror descent and nonlinear projected subgradient methods for convex optimization.
• Proximal Minimization Methods with Generalized Bregman Functions
• Proximal minimization algorithm with \(D\)-functions
• The ordered subsets mirror descent optimization method with applications to tomography

Cited in

(5)

• Mirror descent and convex optimization problems with non-smooth inequality constraints
• A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression
• On modification of an adaptive stochastic mirror descent algorithm for convex optimization problems with functional constraints
• Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
• Mirror-Descent Methods in Mixed-Integer Convex Optimization

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