Stochastic Forward Douglas-Rachford Splitting for Monotone Inclusions
暂无分享,去创建一个
[1] B. Mercier. Lectures on Topics in Finite Element Solution of Elliptic Problems , 1980 .
[2] B. Mercier. Topics in Finite Element Solution of Elliptic Problems , 1979 .
[3] P. Lions,et al. Splitting Algorithms for the Sum of Two Nonlinear Operators , 1979 .
[4] M. Talagrand,et al. Probability in Banach Spaces: Isoperimetry and Processes , 1991 .
[5] Allan Borodin,et al. Can We Learn to Beat the Best Stock , 2003, NIPS.
[6] O. SIAMJ.,et al. PROX-METHOD WITH RATE OF CONVERGENCE O(1/t) FOR VARIATIONAL INEQUALITIES WITH LIPSCHITZ CONTINUOUS MONOTONE OPERATORS AND SMOOTH CONVEX-CONCAVE SADDLE POINT PROBLEMS∗ , 2004 .
[7] Patrick L. Combettes,et al. Signal Recovery by Proximal Forward-Backward Splitting , 2005, Multiscale Model. Simul..
[8] Jean-Marie Monnez,et al. Almost sure convergence of stochastic gradient processes with matrix step sizes , 2006 .
[9] Jean-Marie Monnez,et al. Almost sure convergence of a stochastic approximation process in a convex set , 2007 .
[10] Kengy Barty,et al. Hilbert-Valued Perturbed Subgradient Algorithms , 2007, Math. Oper. Res..
[11] J.-C. Pesquet,et al. A Douglas–Rachford Splitting Approach to Nonsmooth Convex Variational Signal Recovery , 2007, IEEE Journal of Selected Topics in Signal Processing.
[12] I. Daubechies,et al. Sparse and stable Markowitz portfolios , 2007, Proceedings of the National Academy of Sciences.
[13] Yoram Singer,et al. Efficient Online and Batch Learning Using Forward Backward Splitting , 2009, J. Mach. Learn. Res..
[14] James T. Kwok,et al. Accelerated Gradient Methods for Stochastic Optimization and Online Learning , 2009, NIPS.
[15] Patrick L. Combettes,et al. A Parallel Splitting Method for Coupled Monotone Inclusions , 2009, SIAM J. Control. Optim..
[16] Patrick L. Combettes,et al. A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality , 2010, SIAM J. Optim..
[17] Elad Hazan,et al. An optimal algorithm for stochastic strongly-convex optimization , 2010, 1006.2425.
[18] Chih-Jen Lin,et al. LIBSVM: A library for support vector machines , 2011, TIST.
[19] Eric Moulines,et al. Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Machine Learning , 2011, NIPS.
[20] Heinz H. Bauschke,et al. Convex Analysis and Monotone Operator Theory in Hilbert Spaces , 2011, CMS Books in Mathematics.
[21] P. L. Combettes,et al. Primal-Dual Splitting Algorithm for Solving Inclusions with Mixtures of Composite, Lipschitzian, and Parallel-Sum Type Monotone Operators , 2011, Set-Valued and Variational Analysis.
[22] P. L. Combettes,et al. Variable metric forward–backward splitting with applications to monotone inclusions in duality , 2012, 1206.6791.
[23] L. Briceño-Arias. Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions , 2012, 1212.5942.
[24] Guanghui Lan,et al. An optimal method for stochastic composite optimization , 2011, Mathematical Programming.
[25] Saeed Ghadimi,et al. Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework , 2012, SIAM J. Optim..
[26] Euhanna Ghadimi,et al. On the Optimal Step-size Selection for the Alternating Direction Method of Multipliers* , 2012 .
[27] Ohad Shamir,et al. Making Gradient Descent Optimal for Strongly Convex Stochastic Optimization , 2011, ICML.
[28] Bang Công Vu,et al. A splitting algorithm for dual monotone inclusions involving cocoercive operators , 2011, Advances in Computational Mathematics.
[29] Mohamed-Jalal Fadili,et al. A Generalized Forward-Backward Splitting , 2011, SIAM J. Imaging Sci..
[30] É. Moulines,et al. On stochastic proximal gradient algorithms , 2014 .
[31] Pascal Bianchi,et al. A stochastic coordinate descent primal-dual algorithm and applications , 2014, 2014 IEEE International Workshop on Machine Learning for Signal Processing (MLSP).
[32] Patrick L. Combettes,et al. A forward-backward view of some primal-dual optimization methods in image recovery , 2014, 2014 IEEE International Conference on Image Processing (ICIP).
[33] J. Pesquet,et al. A Class of Randomized Primal-Dual Algorithms for Distributed Optimization , 2014, 1406.6404.
[34] L. Rosasco,et al. A Stochastic forward-backward splitting method for solving monotone inclusions in Hilbert spaces , 2014, 1403.7999.
[35] Bang Công Vu,et al. A Splitting Algorithm for Coupled System of Primal–Dual Monotone Inclusions , 2014, Journal of Optimization Theory and Applications.
[36] Patrick L. Combettes,et al. Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping , 2014 .
[37] Damek Davis,et al. A Three-Operator Splitting Scheme and its Optimization Applications , 2015, 1504.01032.
[38] Kristian Bredies,et al. Preconditioned Douglas-Rachford Splitting Methods for Convex-concave Saddle-point Problems , 2015, SIAM J. Numer. Anal..
[39] P. L. Combettes,et al. Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators , 2015, 1507.07095.
[40] L. Rosasco,et al. A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions , 2015, 1507.00848.
[41] Lorenzo Rosasco,et al. Stochastic Forward–Backward Splitting for Monotone Inclusions , 2016, J. Optim. Theory Appl..
[42] Volkan Cevher,et al. Stochastic Three-Composite Convex Minimization , 2017, NIPS.
[43] Bang Công Vu,et al. Almost sure convergence of the forward–backward–forward splitting algorithm , 2015, Optim. Lett..
[44] Pascal Bianchi,et al. A Coordinate Descent Primal-Dual Algorithm and Application to Distributed Asynchronous Optimization , 2014, IEEE Transactions on Automatic Control.
[45] Yi Li,et al. A Robust-Equitable Measure for Feature Ranking and Selection , 2017, J. Mach. Learn. Res..
[46] Gersende Fort,et al. On Perturbed Proximal Gradient Algorithms , 2014, J. Mach. Learn. Res..
[47] Panagiotis Patrinos,et al. Asymmetric forward–backward–adjoint splitting for solving monotone inclusions involving three operators , 2016, Comput. Optim. Appl..
[48] L. Rosasco,et al. Convergence of Stochastic Proximal Gradient Algorithm , 2014, Applied Mathematics & Optimization.
[49] Ernest K. Ryu,et al. Proximal-Proximal-Gradient Method , 2017, Journal of Computational Mathematics.