Thresholding gradient methods in Hilbert spaces: support identification and linear convergence

DOI10.1051/cocv/2019011MaRDI QIDQ5109200

Lorenzo Rosasco, Silvia Villa, Guillaume Garrigos

Publication date: 11 May 2020

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.00357

zbMATH Keywords

convergence rates; conditioning; forward-backward method; support identification

Mathematics Subject Classification ID

90C25: Convex programming

90C46: Optimality conditions and duality in mathematical programming

65J10: Numerical solutions to equations with linear operators

65J15: Numerical solutions to equations with nonlinear operators

65J20: Numerical solutions of ill-posed problems in abstract spaces; regularization

65J22: Numerical solution to inverse problems in abstract spaces

65K15: Numerical methods for variational inequalities and related problems