Incremental proximal gradient scheme with penalization for constrained composite convex optimization problems

We consider the problem of minimizing a finite sum of convex functions subject to the set of minimizers of a convex differentiable function. In order to solve the problem, an algorithm combining the incremental proximal gradient method with smooth penalization technique is proposed. We show the conv...

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Bibliographic Details

Published in:	Optimization Vol. 70; no. 5-6; pp. 1307 - 1336
Main Authors:	Petrot, Narin, Nimana, Nimit
Format:	Journal Article
Language:	English
Published:	Philadelphia Taylor & Francis 03.06.2021 Taylor & Francis LLC
Subjects:	Algorithms Computational geometry Constraints Convex analysis Convex optimization Convexity Fenchel conjugate incremental proximal method Optimization penalization proximal gradient algorithm
ISSN:	0233-1934, 1029-4945
Online Access:	Get full text
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