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math.OC2016
Accelerated Randomized Mirror Descent Algorithms For Composite Non-strongly Convex Optimization
Le Thi Khanh Hien, Cuong V. Nguyen, Huan Xu +2
We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Alth…
math.OC2015★ 14 cited
Fast Proximal Linearized Alternating Direction Method of Multiplier with Parallel Splitting
Canyi Lu, Huan Li, Zhouchen Lin +1
The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear…