Incremental proximal methods for large scale convex optimization

Mathematical Programming

Volumn 129, Issue 2, 2011, Pages 163-195

  Bertsekas, Dimitri P ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Convex; Gradient method; Incremental method; Proximal algorithm

Indexed keywords

CONVEX; INCREMENTAL METHOD; LARGE-SCALE CONVEX OPTIMIZATION; PROXIMAL ALGORITHM; PROXIMAL METHODS; RATE OF CONVERGENCE; SINGLE COMPONENTS; SUBGRADIENT; SUBGRADIENT ITERATIONS;

ALGORITHMS; APPROXIMATION THEORY; CONVEX OPTIMIZATION; GRADIENT METHODS; OPTIMIZATION; SIGNAL PROCESSING;

CONVERGENCE OF NUMERICAL METHODS;

EID: 81155150371     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-011-0472-0     Document Type: Article

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