scientific article; zbMATH DE number 3850830
zbMATH Open0535.90071MaRDI QIDQ3320132FDOQ3320132
Authors: Yuri Nesterov
Publication date: 1983
Title of this publication is not available (Why is that?)
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estimationconvergence rateconstrained minimizationglobal Lipschitz conditiondifferentiable objective functionconvex programming in Hilbert space
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)
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- Damped inertial dynamics with vanishing Tikhonov regularization: strong asymptotic convergence towards the minimum norm solution
- Convergence of the augmented decomposition algorithm
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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
- A projected extrapolated gradient method with larger step size for monotone variational inequalities
- Second-order stochastic optimization for machine learning in linear time
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- Accelerated proximal gradient method for elastoplastic analysis with von Mises yield criterion
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- A proximal difference-of-convex algorithm with extrapolation
- Proximal quasi-Newton methods for regularized convex optimization with linear and accelerated sublinear convergence rates
- Iterative algorithms for total variation-like reconstructions in seismic tomography
- Convergence rate of inertial forward-backward algorithm beyond Nesterov's rule
- Convergence rate analysis of proximal gradient methods with applications to composite minimization problems
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization
- Splitting and linearizing augmented Lagrangian algorithm for subspace recovery from corrupted observations
- Convergence of iterates for first-order optimization algorithms with inertia and Hessian driven damping
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- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
- Alternating direction based method for optimal control problem constrained by Stokes equation
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
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- Exact worst-case performance of first-order methods for composite convex optimization
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- A relaxed-projection splitting algorithm for variational inequalities in Hilbert spaces
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