On the acceleration of the double smoothing technique for unconstrained convex optimization problems
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Publication:4981856
DOI10.1080/02331934.2012.745530zbMath1334.90124arXiv1205.0721OpenAlexW2083974525MaRDI QIDQ4981856
Radu Ioan Boţ, Christopher Hendrich
Publication date: 20 March 2015
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.0721
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Linear operators and ill-posed problems, regularization (47A52)
Related Items (6)
Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators ⋮ Variable smoothing for convex optimization problems using stochastic gradients ⋮ Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming ⋮ Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) ⋮ Optimal subgradient methods: computational properties for large-scale linear inverse problems ⋮ A variable smoothing algorithm for solving convex optimization problems
Cites Work
- Smooth minimization of non-smooth functions
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Smoothing technique and its applications in semidefinite optimization
- Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization
- Iterative regularization with a general penalty term—theory and application to L 1 and TV regularization
- Duality in Vector Optimization
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Excessive Gap Technique in Nonsmooth Convex Minimization
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