3 papers
math.OC2026
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…
math.OC2025
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…
math.OC2025
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…