A stochastic primal–dual algorithm for composite optimization with a linear operator

This paper introduces a stochastic primal–dual algorithm tailored for solving optimization problems involving the sum of three functions with a linear operator. Additionally, we conduct a comprehensive analysis of the convergence of our proposed algorithm within a generally convex framework. Our stu...

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Vydáno v:	Expert systems with applications Ročník 267; s. 126021
Hlavní autoři:	Wen, Meng, Zhang, Yongqiang, Tang, Yuchao, Cui, Angang, Peng, Jigen
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.04.2025
Témata:	Compositely optimization Primal–dual algorithm Stochastic algorithm Three-operator splitting 90C25 Three-operator splitting 49M29 65K10 Stochastic algorithm 49M27 47H05 Compositely optimization Primal–dual algorithm
ISSN:	0957-4174
On-line přístup:	Získat plný text
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Popis
Shrnutí:	This paper introduces a stochastic primal–dual algorithm tailored for solving optimization problems involving the sum of three functions with a linear operator. Additionally, we conduct a comprehensive analysis of the convergence of our proposed algorithm within a generally convex framework. Our study includes numerical experiments focusing on fused logistic regression and graph-guided regularized logistic regression problems. The results demonstrate that our algorithm outperforms other state-of-the-art methods in terms of efficiency and consistency. •Design a new stochastic primal–dual algorithm for solving Non-smooth optimization problems.•Conduct a comprehensive analysis of the convergence of our proposed algorithm.•Illustrate the efficiency of our proposed algorithm through some numerical example.
ISSN:	0957-4174
DOI:	10.1016/j.eswa.2024.126021