Convergence Rate Analysis of Primal-Dual Splitting Schemes
نویسندگان
چکیده
منابع مشابه
Convergence Rate Analysis of Primal-Dual Splitting Schemes
Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear compositions, and infimal convolutions of simple functions so that each simple term is processed individually via proximal mappings, gradient mappings, and mu...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2015
ISSN: 1052-6234,1095-7189
DOI: 10.1137/151003076