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math.OC2020
A Stochastic Variance Reduced Primal Dual Fixed Point Method For Linearly Constrained Separable Optimization
Ya-Nan Zhu, Xiaoqun Zhang
In this paper we combine the stochastic variance reduced gradient (SVRG) method [17] with the primal dual fixed point method (PDFP) proposed in [7] to solve a sum of two convex fun…
math.OC2020
Stochastic primal dual fixed point method for composite optimization
YaNanZhu, XiaoqunZhang
In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite.…