On perturbed proximal gradient algorithms
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Publication:5361273
zbMath1433.90199arXiv1402.2365MaRDI QIDQ5361273
Yves F. Atchadé, Eric Moulines, Gersende Fort
Publication date: 27 September 2017
Full work available at URL: https://arxiv.org/abs/1402.2365
stochastic optimizationproximal gradient methodsMonte Carlo approximationsperturbed majorization-minimization algorithms
Monte Carlo methods (65C05) Approximation methods and heuristics in mathematical programming (90C59)
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