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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Vydané v:	Optimization Ročník 70; číslo 5-6; s. 1307 - 1336
Hlavní autori:	Petrot, Narin, Nimana, Nimit
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Taylor & Francis 03.06.2021 Taylor & Francis LLC
Predmet:	Algorithms Computational geometry Constraints Convex analysis Convex optimization Convexity Fenchel conjugate incremental proximal method Optimization penalization proximal gradient algorithm
ISSN:	0233-1934, 1029-4945
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