scientific article; zbMATH DE number 3850830
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(only showing first 100 items - show all)- A descent method with the use uf duality for the solution of a convex programming problem in a Hilbert space
- Rate of convergence of the method of feasible directions, not necessarily using the direction of steepest descent
- Information-based complexity of linear operator equations
- Minimax and Minimax Projection Designs Using Clustering
- Mixed method for solving the general convex programming problem
- Augmented Lagrangian algorithms for linear programming
- The method of convex programming with a prescribed absolute-relative error
- A regularizing multilevel approach for nonlinear inverse problems
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- A convergent least-squares regularized blind deconvolution approach
- Comparison of minimization methods for nonsmooth image segmentation
- Sparse estimation of high-dimensional correlation matrices
- A new fast algorithm for constrained four-directional total variation image denoising problem
- Accelerated parallel and distributed algorithm using limited internal memory for nonnegative matrix factorization
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- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Stochastic heavy ball
- On the reconstruction of media inhomogeneity by inverse wave scattering model
- The Shannon total variation
- Convergence of damped inertial dynamics governed by regularized maximally monotone operators
- Rate of convergence of inertial gradient dynamics with time-dependent viscous damping coefficient
- Quadratic regularization projected Barzilai-Borwein method for nonnegative matrix factorization
- Bound alternative direction optimization for image deblurring
- Mixed higher order variational model for image recovery
- A full RNS variant of approximate homomorphic encryption
- Distributed adaptive dynamic programming for data-driven optimal control
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- A duality based approach to the minimizing total variation flow in the space \(H^{-s}\)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
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- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- On the proximal gradient algorithm with alternated inertia
- Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
- Iterative algorithms for total variation-like reconstructions in seismic tomography
- Asymptotic stabilization of inertial gradient dynamics with time-dependent viscosity
- Proximal algorithms in statistics and machine learning
- Algorithms for positive semidefinite factorization
- A nonmonotone gradient algorithm for total variation image denoising problems
- Clustering of fuzzy data and simultaneous feature selection: a model selection approach
- Potential reduction method for harmonically convex programming
- An alternating direction method for finding Dantzig selectors
- Proximal algorithms for multicomponent image recovery problems
- Image restoration based on the hybrid total-variation-type model
- Sparse adaptive parameterization of variability in image ensembles
- A cyclic projected gradient method
- Splitting and linearizing augmented Lagrangian algorithm for subspace recovery from corrupted observations
- Preconditioned accelerated gradient descent methods for locally Lipschitz smooth objectives with applications to the solution of nonlinear PDEs
- A finite element/operator-splitting method for the numerical solution of the two dimensional elliptic Monge-Ampère equation
- Efficient multiplicative noise removal method using isotropic second order total variation
- Directional total generalized variation regularization
- On the convergence of the iterates of proximal gradient algorithm with extrapolation for convex nonsmooth minimization problems
- Inexact proximal \(\epsilon\)-subgradient methods for composite convex optimization problems
- Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions
- A wavelet frame approach for removal of mixed Gaussian and impulse noise on surfaces
- An accelerated method for nonlinear elliptic PDE
- Convergence rates of an inertial gradient descent algorithm under growth and flatness conditions
- Inertial proximal gradient methods with Bregman regularization for a class of nonconvex optimization problems
- Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
- Nonconvex robust programming via value-function optimization
- An accelerated IRNN-iteratively reweighted nuclear norm algorithm for nonconvex nonsmooth low-rank minimization problems
- A second-order adaptive Douglas-Rachford dynamic method for maximal \(\alpha\)-monotone operators
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- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- An inertial extrapolation method for solving generalized split feasibility problems in real Hilbert spaces
- A stochastic subspace approach to gradient-free optimization in high dimensions
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- Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
- An accelerated first-order method with complexity analysis for solving cubic regularization subproblems
- Fastest rates for stochastic mirror descent methods
- A projected extrapolated gradient method with larger step size for monotone variational inequalities
- On the convergence of a class of inertial dynamical systems with Tikhonov regularization
- New inertial relaxed method for solving split feasibilities
- Continuous Newton-like inertial dynamics for monotone inclusions
- Error bound of critical points and KL property of exponent 1/2 for squared F-norm regularized factorization
- Inertial iterative algorithms for common solution of variational inequality and system of variational inequalities problems
- Convergence of relaxed inertial subgradient extragradient methods for quasimonotone variational inequality problems
- Accelerated information gradient flow
- EGC: entropy-based gradient compression for distributed deep learning
- \(\mathrm{B}\)-subdifferentials of the projection onto the matrix simplex
- Variational inequality over the set of common solutions of a system of bilevel variational inequality problem with applications
- Stochastic generalized gradient methods for training nonconvex nonsmooth neural networks
- A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)
- Determining a time-dependent coefficient in a time-fractional diffusion-wave equation with the Caputo derivative by an additional integral condition
- An accelerated smoothing gradient method for nonconvex nonsmooth minimization in image processing
- An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization
- Iteration complexity of generalized complementarity problems
- Learning context-dependent choice functions
- Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution
- New inertial proximal gradient methods for unconstrained convex optimization problems
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