A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity
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Publication:6078423
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Cites work
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- First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
- Forward-backward splitting with Bregman distances
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Cited in
(15)- A block inertial Bregman proximal algorithm for nonsmooth nonconvex problems with application to symmetric nonnegative matrix tri-factorization
- Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning
- Global convergence of model function based Bregman proximal minimization algorithms
- An interior stochastic gradient method for a class of non-Lipschitz optimization problems
- A telescopic Bregmanian proximal gradient method without the global Lipschitz continuity assumption
- Non-smooth non-convex Bregman minimization: unification and new algorithms
- First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
- Block Bregman majorization minimization with extrapolation
- Bregman Finito/MISO for nonconvex regularized finite sum minimization without Lipschitz gradient continuity
- A Bregman proximal subgradient algorithm for nonconvex and nonsmooth fractional optimization problems
- Convergence analysis of a proximal stochastic gradient algorithm with adaptive sampling for non-convex and non-smooth composite optimization problems
- Nonconvex stochastic Bregman proximal gradient method with application to deep learning
- Inertial accelerated stochastic mirror descent for large-scale generalized tensor CP decomposition
- A single-loop stochastic feasible interior-point algorithm for nonlinear inequality-constrained optimization
- Multi-step inertial accelerated doubly stochastic gradient methods for block term tensor decomposition
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