scientific article; zbMATH DE number 3850830

zbMATH Open0535.90071MaRDI QIDQ3320132FDOQ3320132

Publication date: 1983

Title of this publication is not available (Why is that?)

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estimation convergence rate constrained minimization global Lipschitz condition differentiable objective function convex programming in Hilbert space

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55) Programming in abstract spaces (90C48) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Cited In (only showing first 100 items - show all)

Numerical computations of split Bregman method for fourth order total variation flow
Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
A new class of accelerated regularization methods, with application to bioluminescence tomography
On dissipative symplectic integration with applications to gradient-based optimization
Analysis of a heuristic rule for the IRGNM in Banach spaces with convex regularization terms
Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
A new Kaczmarz-type method and its acceleration for nonlinear ill-posed problems
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Adaptive FISTA for Nonconvex Optimization
Convergence rate of a relaxed inertial proximal algorithm for convex minimization
Quantum entropic regularization of matrix-valued optimal transport
Two New Inertial Algorithms for Solving Variational Inequalities in Reflexive Banach Spaces
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Relaxed inertial Tseng extragradient method for variational inequality and fixed point problems
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
Accelerated information gradient flow
Convergence of relaxed inertial subgradient extragradient methods for quasimonotone variational inequality problems
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
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
A proximal point like method for solving tensor least-squares problems
A piecewise conservative method for unconstrained convex optimization
Understanding the acceleration phenomenon via high-resolution differential equations
A proximal regularized Gauss-Newton-Kaczmarz method and its acceleration for nonlinear ill-posed problems
Asymptotic for a second order evolution equation with damping and regularizing terms
Iterative pre-conditioning for expediting the distributed gradient-descent method: the case of linear least-squares problem
An accelerated viscosity forward-backward splitting algorithm with the linesearch process for convex minimization problems
Two-stage geometric information guided image reconstruction
Weak and strong convergence of inertial algorithms for solving split common fixed point problems
The inertial relaxed algorithm with Armijo-type line search for solving multiple-sets split feasibility problem
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning
An accelerated forward-backward algorithm with a new linesearch for convex minimization problems and its applications
Scheduled restart momentum for accelerated stochastic gradient descent
Alternating forward-backward splitting for linearly constrained optimization problems
An algorithm for the split feasible problem and image restoration
How does momentum benefit deep neural networks architecture design? A few case studies
The common-directions method for regularized empirical risk minimization
Computing ground states of Bose-Einstein condensates with higher order interaction via a regularized density function formulation
Finite convergence of proximal-gradient inertial algorithms combining dry friction with Hessian-driven damping
Unified acceleration of high-order algorithms under general Hölder continuity
Improving ``fast iterative shrinkage-thresholding algorithm: faster, smarter, and greedier
Regularized nonlinear acceleration
An accelerated differential equation system for generalized equations
Self adaptive inertial relaxed \(CQ\) algorithms for solving split feasibility problem with multiple output sets
Convergence rates of first- and higher-order dynamics for solving linear ill-posed problems
SRKCD: a stabilized Runge-Kutta method for stochastic optimization
An inertial based forward-backward algorithm for monotone inclusion problems and split mixed equilibrium problems in Hilbert spaces
An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization
Adaptive Hamiltonian variational integrators and applications to symplectic accelerated optimization
Unbiased MLMC stochastic gradient-based optimization of Bayesian experimental designs
An inertially constructed forward-backward splitting algorithm in Hilbert spaces
Convergence rate of inertial proximal algorithms with general extrapolation and proximal coefficients
Bregman Itoh-Abe methods for sparse optimisation
Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization
Complexity of gradient descent for multiobjective optimization
Preconditioned accelerated gradient descent methods for locally Lipschitz smooth objectives with applications to the solution of nonlinear PDEs
Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics
An accelerated method for nonlinear elliptic PDE
A finite element/operator-splitting method for the numerical solution of the two dimensional elliptic Monge-Ampère equation
PDE acceleration: a convergence rate analysis and applications to obstacle problems
Efficient multiplicative noise removal method using isotropic second order total variation
On efficiently solving the subproblems of a level-set method for fused lasso problems
Proximal Gradient Methods for Machine Learning and Imaging
Some accelerated alternating proximal gradient algorithms for a class of nonconvex nonsmooth problems
Directional total generalized variation regularization
On the convergence of the iterates of proximal gradient algorithm with extrapolation for convex nonsmooth minimization problems
A wavelet frame approach for removal of mixed Gaussian and impulse noise on surfaces
Nesterov’s accelerated gradient method for nonlinear ill-posed problems with a locally convex residual functional
Potential reduction method for harmonically convex programming
Optimal convergence rates for Nesterov acceleration
Two optimization approaches for solving split variational inclusion problems with applications
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
A second-order cone based approach for solving the trust-region subproblem and its variants
Gradient descent finds the cubic-regularized nonconvex Newton step
Sharpness, restart, and acceleration
On the nonergodic convergence rate of an inexact augmented Lagrangian framework for composite convex programming
Multicomposite nonconvex optimization for training deep neural networks
Robust accelerated gradient methods for smooth strongly convex functions
Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
A dimension reduction technique for large-scale structured sparse optimization problems with application to convex clustering
An extension of the second order dynamical system that models Nesterov's convex gradient method
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
Nearly optimal first-order methods for convex optimization under gradient norm measure: an adaptive regularization approach
An inertial extrapolation method for solving generalized split feasibility problems in real Hilbert spaces
Provable accelerated gradient method for nonconvex low rank optimization
Restarting the accelerated coordinate descent method with a rough strong convexity estimate
GMRES-accelerated ADMM for quadratic objectives
Contrast invariant SNR and isotonic regressions
Lower bounds for finding stationary points I

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