Stochastic primal dual fixed point method for composite optimization
From MaRDI portal
Publication:777039
DOI10.1007/s10915-020-01265-2zbMath1446.90128arXiv2004.09071OpenAlexW3041352556MaRDI QIDQ777039
Publication date: 13 July 2020
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.09071
Related Items (3)
A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates ⋮ Accelerated stochastic Peaceman-Rachford method for empirical risk minimization ⋮ A Stochastic Variance Reduced Primal Dual Fixed Point Method for Linearly Constrained Separable Optimization
Uses Software
Cites Work
- Sparse inverse covariance estimation with the graphical lasso
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A first-order primal-dual algorithm for convex problems with applications to imaging
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method
- Proximity algorithms for image models: denoising
- New Proximal Point Algorithms for Convex Minimization
- Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications
- A primal–dual fixed point algorithm for convex separable minimization with applications to image restoration
- Optimal Primal-Dual Methods for a Class of Saddle Point Problems
- A Proximal Stochastic Gradient Method with Progressive Variance Reduction
- Signal Recovery by Proximal Forward-Backward Splitting
- Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Stochastic primal dual fixed point method for composite optimization
