Proximal Gradient Methods with Adaptive Subspace Sampling
From MaRDI portal
Publication:5026438
DOI10.1287/moor.2020.1092zbMath1482.65089arXiv2004.13356OpenAlexW3023715402MaRDI QIDQ5026438
Dmitry Grishchenko, Jérôme Malick, Franck Iutzeler
Publication date: 8 February 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.13356
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Related Items
Global optimization using random embeddings, Random Coordinate Descent Methods for Nonseparable Composite Optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On optimal probabilities in stochastic coordinate descent methods
- A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
- Optimality, identifiability, and sensitivity
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Coordinate descent algorithms
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Coordinate descent with arbitrary sampling I: algorithms and complexity†
- Proximal Splitting Methods in Signal Processing
- Accelerated Block-coordinate Relaxation for Regularized Optimization
- Optimization with Sparsity-Inducing Penalties
- Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
- Activity Identification and Local Linear Convergence of Forward--Backward-type Methods
- A Coordinate Descent Primal-Dual Algorithm and Application to Distributed Asynchronous Optimization
- Identifiable Surfaces in Constrained Optimization
- Proximal Thresholding Algorithm for Minimization over Orthonormal Bases
- On the Identification of Active Constraints
- On the Goldstein-Levitin-Polyak gradient projection method
- Sensitivity Analysis for Mirror-Stratifiable Convex Functions
- Model selection with low complexity priors
- Sparsity and Smoothness Via the Fused Lasso
- Active Sets, Nonsmoothness, and Sensitivity
- De-noising by soft-thresholding
- A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm
- Convex analysis and monotone operator theory in Hilbert spaces
- Convergence of a block coordinate descent method for nondifferentiable minimization