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Incremental proximal methods for large scale convex optimization

โœ Scribed by Dimitri P. Bertsekas


Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
349 KB
Volume
129
Category
Article
ISSN
0025-5610

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There has been considerable research in solving large-scale separable convex optimization problems. In this paper we present an algorithm for large-scale nonseparable smooth convex optimization problems with block-angular linear constraints. The solution of the problem is approximated by solving a s