A fast dual proximal gradient algorithm for convex minimization and applications

We consider the convex composite problem of minimizing the sum of a strongly convex function and a general extended valued convex function. We present a dual-based proximal gradient scheme for solving this problem. We show that although the rate of convergence of the dual objective function sequence...

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Bibliographic Details

Published in:	Operations research letters Vol. 42; no. 1; pp. 1 - 6
Main Authors:	Beck, Amir, Teboulle, Marc
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.01.2014
Subjects:	Algorithms Convergence Convex optimization Dual-based methods Fast gradient methods Minimization Operations research Optimization Rate of convergence Sequences Fast gradient methods Dual-based methods Rate of convergence Convex optimization
ISSN:	0167-6377, 1872-7468
Online Access:	Get full text
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