Inexact first-order primal–dual algorithms

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonconvex Low Rank Matrix Factorization via Inexact First Order Oracle

We study the low rank matrix factorization problem via nonconvex optimization. Compared with the convex relaxation approach, nonconvex optimization exhibits superior empirical performance for large scale low rank matrix estimation. However, the understanding of its theoretical guarantees is limited. To bridge this gap, we exploit the notion of inexact first order oracle, which naturally appears...

متن کامل

First-order methods of smooth convex optimization with inexact oracle

In this paper, we analyze different first-order methods of smooth convex optimization employing inexact first-order information. We introduce the notion of an approximate first-order oracle. The list of examples of such an oracle includes smoothing technique, Moreau-Yosida regularization, Modified Lagrangians, and many others. For different methods, we derive complexity estimates and study the ...

متن کامل

First-order methods with inexact oracle: the strongly convex case

The goal of this paper is to study the effect of inexact first-order information on the first-order methods designed for smooth strongly convex optimization problems. It can be seen as a generalization to the strongly convex case of our previous paper [1]. We introduce the notion of (!,L,μ)-oracle, that can be seen as an extension of the (!,L)-oracle (previously introduced in [1]), taking into ...

متن کامل

Efficient First Order Superlinear Algorithms

Substantial number of problems in artificial intelligence requires optimization. Increasing complexity of the problems imposes several challenges on optimization algorithms. The algorithms must be fast, computationally efficient, and scalable. Balance between convergence speed and computational complexity is of central importance. Typical example is the task of training neural networks. Superli...

متن کامل

First order algorithms in variational image processing

The success of non-smooth variational models in image processing is heavily based on efficient algorithms. Taking into account the specific structure of the models as sum of different convex terms, splitting algorithms are an appropriate choice. Their strength consists in the splitting of the original problem into a sequence of smaller proximal problems which are easy and fast to compute. Opera...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Optimization and Applications

سال: 2020

ISSN: 0926-6003,1573-2894

DOI: 10.1007/s10589-020-00186-y