Adaptive smoothing algorithms for nonsmooth composite convex minimization
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References listed on IDEAS
- Quoc Tran Dinh & Carlo Savorgnan & Moritz Diehl, 2013. "Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems," Computational Optimization and Applications, Springer, vol. 55(1), pages 75-111, May.
- A. Belloni & V. Chernozhukov & L. Wang, 2011. "Square-root lasso: pivotal recovery of sparse signals via conic programming," Biometrika, Biometrika Trust, vol. 98(4), pages 791-806.
- Radu Boţ & Christopher Hendrich, 2013. "A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems," Computational Optimization and Applications, Springer, vol. 54(2), pages 239-262, March.
- DEVOLDER, Olivier & GLINEUR, FranÃ§ois & NESTEROV, Yurii, 2012. "Double smoothing technique for large-scale linearly constrained convex optimization," CORE Discussion Papers RP 2423, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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KeywordsNesterov’s smoothing technique; Accelerated proximal-gradient method; Adaptive algorithm; Composite convex minimization; Nonsmooth convex optimization;
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