A Stochastic Variance Reduced Primal Dual Fixed Point Method for Linearly Constrained Separable Optimization
Ya‐Nan Zhu, Xiaoqun Zhang
Abstract
A Stochastic Variance Reduced Primal Dual Fixed Point Method for Linearly Constrained Separable Optimization
Topics & Concepts
MathematicsSeparable spaceMathematical optimizationDual (grammatical number)Variance (accounting)Fixed pointPoint (geometry)Stochastic optimizationApplied mathematicsMathematical analysisGeometryBusinessArtLiteratureAccountingAdvanced Optimization Algorithms ResearchStochastic Gradient Optimization TechniquesSparse and Compressive Sensing Techniques