Incremental proximal methods for large scale convex optimization

Author

BERTSEKAS, Dimitri P¹
[1] Department of Electrical Engineering and Computer Science, Laboratory for Information and Decision Systems, M.I.T., Mass, Cambridge, MA 02139, United States

Conference title

Large Scale Optimization: Analysis, Algorithms and Applications

Conference name

Large-scale optimization: Analysis, algorithms and applications. Workshop (Shanghai 2010-05-21)

Author (monograph)

BERTSEKAS, Dimitri P (Editor)¹ ; LUO, Zhi-Quan (Editor)²
[1] Laboratory for Information and Decision Systems, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA 02139, United States
[2] Department of Electrical and Computer Engineering, University of Minnesota, Minneapolis, MN 55455, United States

Source

Mathematical programming (Print). 2011, Vol 129, Num 2, pp 163-195, 33 p ; ref : 58 ref

CODEN

MHPGA4

ISSN

0025-5610

Scientific domain

Control theory, operational research; Mathematics

Publisher

Springer, Heidelberg

Publication country

Germany

Document type

Conference Paper

Language

English

Author keyword

90C33 90C90 Convex Gradient method Incremental method Proximal algorithm

Keyword (fr)

Apprentissage(intelligence artificielle) Convergence numérique Echelle grande Fonction convexe Inférence Intelligence artificielle Minimisation Méthode différentielle Méthode gradient Méthode point proximal Méthode raffinement Optimisation sousgradient Problème complémentarité Programmation convexe Proximal Randomisation Taux convergence Traitement signal Vitesse convergence

Keyword (en)

Learning (artificial intelligence) Numerical convergence Large scale Convex function Inference Artificial intelligence Minimization Differential method Gradient method Proximal point method Refinement method Subgradient optimization Complementarity problem Convex programming Proximal Randomization Convergence rate Signal processing Convergence speed

Keyword (es)

Convergencia numérica Escala grande Función convexa Inferencia Inteligencia artificial Minimización Método diferencial Método gradiente Método punto proximal Método afinamiento Optimizacíon subgradiente Problema complementariedad Programación convexa Proximal Aleatorización Relación convergencia Procesamiento señal Velocidad convergencia

Classification

Pascal

001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming

Pascal

001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02A Theoretical computing / 001D02A05 Algorithmics. Computability. Computer arithmetics

Pascal

001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02C Artificial intelligence

Discipline

Computer science : theoretical automation and systems Operational research. Management

Origin

Inist-CNRS

Database

PASCAL

INIST identifier

24603844

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