Incremental proximal methods for large scale convex optimization
نویسندگان
چکیده
منابع مشابه
Incremental proximal methods for large scale convex optimization
Abstract We consider the minimization of a sum Pm i=1 fi(x) consisting of a large number of convex component functions fi. For this problem, incremental methods consisting of gradient or subgradient iterations applied to single components have proved very effective. We propose new incremental methods, consisting of proximal iterations applied to single components, as well as combinations of gra...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2011
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-011-0472-0