4 papers
A Proximal Stochastic Gradient Method with Adaptive Step Size and Variance Reduction for Convex Composite Optimization
Changjie Fang, Hao Yang, Shenglan Chen
In this paper, we propose a proximal stochasitc gradient algorithm (PSGA) for solving composite optimization problems by incorporating variance reduction techniques and an adaptive…
An inexact golden ratio primal-dual algorithm with linesearch step for a saddle point problem
Changjie Fang, Jinxiu Liu, Jingtao Qiu +1
In this paper, we propose an inexact golden ratio primal-dual algorithm with linesearch step(IP-GRPDAL) for solving the saddle point problems, where two subproblems can be approxim…
An inexact primal-dual method with correction step for a saddle point problem in image debluring
Changjie Fang, Liliang Hu, Shenglan Chen
In this paper,we present an inexact primal-dual method with correction step for a saddle point problem by introducing the notations of inexact extended proximal operators with symm…
An inertial Tseng's extragradient method for solving multi-valued variational inequalities with one projection
Changjie Fang, Ruirui Zhang, Shenglan Chen
In this paper, we introduce an inertial Tseng's extragradient method for solving multi-valued variational inequalits, in which only one projection is needed at each iterate. We als…