Proximal methods for minimizing the sum of a convex function and a composite function

Details Proximal methods for minimizing the sum of a convex function and a composite function Proximal methods for minimizing the sum of a convex function and a composite function

2011-05-02

arxiv.org/abs/1105.0276v1

Mathematics

Optimization and Control

19 pages

Scientific paper

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and their global convergence is investigated. The worst case complexity bound is also estimated under certain Lipschitz conditions and nondegeneratedness. The algorithm is then accelerated to get a faster convergence rate for the strongly convex case.

Affiliated with

Also associated with

No associations

Rating

Proximal methods for minimizing the sum of a convex function and a composite function does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Proximal methods for minimizing the sum of a convex function and a composite function, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Proximal methods for minimizing the sum of a convex function and a composite function will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-426712