Extragradient Method in Optimization: Convergence and Complexity
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DOI: 10.1007/s10957-017-1200-6
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References listed on IDEAS
- Patrick L. Combettes & Jean-Christophe Pesquet, 2011. "Proximal Splitting Methods in Signal Processing," Springer Optimization and Its Applications, in: Heinz H. Bauschke & Regina S. Burachik & Patrick L. Combettes & Veit Elser & D. Russell Luke & Henry (ed.), Fixed-Point Algorithms for Inverse Problems in Science and Engineering, chapter 0, pages 185-212, Springer.
- Y. Censor & A. Gibali & S. Reich, 2011. "The Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Space," Journal of Optimization Theory and Applications, Springer, vol. 148(2), pages 318-335, February.
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Cited by:
- Xiantao Xiao, 2021. "A Unified Convergence Analysis of Stochastic Bregman Proximal Gradient and Extragradient Methods," Journal of Optimization Theory and Applications, Springer, vol. 188(3), pages 605-627, March.
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Keywords
Extragradient; Descent method; Forward–Backward splitting; Kurdyka–Łojasiewicz inequality; Complexity; first-order method; LASSO problem;All these keywords.
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