Accelerated stochastic Peaceman-Rachford method for empirical risk minimization
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Cites work
- A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
- An inexact accelerated stochastic ADMM for separable convex optimization
- An inexact version of the symmetric proximal ADMM for solving separable convex optimization
- An LQP-based symmetric alternating direction method of multipliers with larger step sizes
- Convergence analysis of positive-indefinite proximal ADMM with a Glowinski's relaxation factor
- Convergence study of indefinite proximal ADMM with a relaxation factor
- Convergence study on the symmetric version of ADMM with larger step sizes
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Generalized alternating direction method of multipliers: new theoretical insights and applications
- Generalized Peaceman-Rachford splitting method with substitution for convex programming
- Generalized symmetric ADMM for separable convex optimization
- Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers
- Linearized symmetric multi-block ADMM with indefinite proximal regularization and optimal proximal parameter
- On the convergence rate of inexact majorized sGS ADMM with indefinite proximal terms for convex composite programming
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Optimal proximal augmented Lagrangian method and its application to full Jacobian splitting for multi-block separable convex minimization problems
- Optimally linearizing the alternating direction method of multipliers for convex programming
- Self equivalence of the alternating direction method of multipliers
- Stochastic primal dual fixed point method for composite optimization
- Symmetric alternating direction method with indefinite proximal regularization for linearly constrained convex optimization
- The Numerical Solution of Parabolic and Elliptic Differential Equations
Cited in
(7)- An inexact accelerated stochastic PRSM with convex combination proximal centers for separable convex optimization
- Convergence analysis on a data-driven inexact proximal-indefinite stochastic ADMM
- An inexact ADMM for separable nonconvex and nonsmooth optimization
- Generalized asymmetric forward-backward-adjoint algorithms for convex-concave saddle-point problem
- A unified mini-batch stochastic accelerated method for nonconvex stochastic programming
- A novel stochastic conjugate gradient algorithm based on a stochastic differential equation perspective
- A new insight on the prediction-correction framework with applications to several first-order methods
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