干货书!基于单调算子的大规模凸优化
数据派THU
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2022-07-30 16:45
来源:专知 本文为书籍,建议阅读5分钟
本书为一阶凸优化方法提供了强大的更高层次的见解。
我们的目标是通过单调算子的抽象对凸优化算法进行统一的分析。
Announcement Introduction and Preliminaries Monotone operators and base splitting schemes Set-valued operators Monotone operators Nonexpansive and averaged operators, Fixed-point iteration Resolvent Proximal point method, Operator splitting Variable metric methods Primal-dual methods Infimal postcomposition technique Dualization technique Variable metric technique Gaussian Elimination Technique Linearization technique Parallel computing Stochastic coordinate update methods Asynchronous coordinate update methods Stochastic optimization ADMM-type methods FLiP-ADMM Derived ADMM-type methods Duality in splitting methods Maximality and monotone operator theory Distributed and decentralized optimization Acceleration Scaled relative graphs
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