String-averaging incremental stochastic subgradient algorithms
From MaRDI portal
Publication:4631774
DOI10.1080/10556788.2018.1496432zbMath1411.65084OpenAlexW2883628536MaRDI QIDQ4631774
No author found.
Publication date: 23 April 2019
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2018.1496432
stochastic optimizationconvex optimizationincremental algorithmsapproximate projection methodsstochastic subgradient methodsstring-averaging algorithms
Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Primal-dual subgradient methods for convex problems
- Smooth minimization of non-smooth functions
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A modular string averaging procedure for solving the common fixed point problem for quasi-nonexpansive mappings in Hilbert space
- OSGA: a fast subgradient algorithm with optimal complexity
- Iterative methods for fixed point problems in Hilbert spaces
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- Distributed stochastic subgradient projection algorithms for convex optimization
- Random algorithms for convex minimization problems
- Convergence properties of dynamic string-averaging projection methods in the presence of perturbations
- To be fair or efficient or a bit of both
- Decomposition into functions in the minimization problem
- Incremental gradient algorithms with stepsizes bounded away from zero
- Error stability properties of generalized gradient-type algorithms
- Introductory lectures on convex optimization. A basic course.
- Convergence and perturbation resilience of dynamic string-averaging projection methods
- Inexact-restoration algorithm for constrained optimization
- Incremental constraint projection methods for variational inequalities
- Stochastic optimization problems with nondifferentiable cost functionals
- Incremental Subgradient Methods for Nondifferentiable Optimization
- A Class of Globally Convergent Optimization Methods Based on Conservative Convex Separable Approximations
- Stochastic First-Order Methods with Random Constraint Projection
- Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
- String-averaging incremental subgradients for constrained convex optimization with applications to reconstruction of tomographic images
- A Generalized Forward-Backward Splitting
- Proximal Splitting Methods in Signal Processing
- On the string averaging method for sparse common fixed‐point problems
- Incremental Stochastic Subgradient Algorithms for Convex Optimization
- Incremental Subgradients for Constrained Convex Optimization: A Unified Framework and New Methods
- A forward–backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space
- Robust Stochastic Approximation Approach to Stochastic Programming
- stochastic quasigradient methods and their application to system optimization†
- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
- Convergence Rates in Forward--Backward Splitting
- A New Class of Incremental Gradient Methods for Least Squares Problems
- An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
- Gradient Convergence in Gradient methods with Errors
- Convergence of String-Averaging Projection Schemes for Inconsistent Convex Feasibility Problems
- String-averaging expectation-maximization for maximum likelihood estimation in emission tomography
- On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging
- A unified treatment of some perturbed fixed point iterative methods with an infinite pool of operators
- A Convergent Incremental Gradient Method with a Constant Step Size
- The Existence of Probability Measures with Given Marginals
- Minimization of unsmooth functionals
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- String-averaging projected subgradient methods for constrained minimization
- A Stochastic Approximation Method
- Benchmarking optimization software with performance profiles.
