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20222026
most citedConvergence analysis of a primal-dual optimization-by-continuation algorithm

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math.OC2022

On a fixed-point continuation method for a convex optimization problem

Jean-Baptiste Fest, Tommi Heikkilä, Ignace Loris +4

We consider a variation of the classical proximal-gradient algorithm for the iterative minimization of a cost function consisting of a sum of two terms, one smooth and the other pr…