Stochastic variance-reduced majorization-minimization algorithms
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Cites work
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- A Stochastic Approximation Method
- A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation
- A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization
- A unified convergence analysis of block successive minimization methods for nonsmooth optimization
- Block Bregman majorization minimization with extrapolation
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Convex analysis and monotone operator theory in Hilbert spaces
- Convex analysis approach to d. c. programming: Theory, algorithms and applications
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Finite-sum smooth optimization with SARAH
- First-order methods in optimization
- Fixed-Point Continuation for \ell₁-Minimization: Methodology and Convergence
- Gradient methods for minimizing composite functions
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- Incremental majorization-minimization optimization with application to large-scale machine learning
- Inertial alternating direction method of multipliers for non-convex non-smooth optimization
- Lectures on convex optimization
- Minimizing finite sums with the stochastic average gradient
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- Nearly unbiased variable selection under minimax concave penalty
- Proximal point methods and nonconvex optimization
- Proximal splitting methods in signal processing
- SABRINA: a stochastic subspace majorization-minimization algorithm
- Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
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