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Variable Smoothing for Convex Optimization Problems Using Stochastic Gradients

We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal–dual type methods are employed as they are effective and also well studied. However, under the additional assumption of Lip...

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Detalles Bibliográficos
Autores principales: Boţ, Radu Ioan, Böhm, Axel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7581594/
https://www.ncbi.nlm.nih.gov/pubmed/33122873
http://dx.doi.org/10.1007/s10915-020-01332-8