SIAMJO
2010
12 years 11 months ago
2010
We present a new family of proximal point methods for solving monotone variational inequalities. Our algorithm has a relative error tolerance criterion in solving the proximal subp...
CORR
2011
Springer
12 years 11 months ago
2011
Springer
We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of 2- or ∞-norms over groups of variables. Whereas much effort ha...
SIAMJO
2010
13 years 2 months ago
2010
Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
MOR
2010
13 years 2 months ago
2010
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : Rn → ...