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Proximal Algorithms - Parikh, Neal, and Boyd, Stephen
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Proximal Algorithms discusses proximal operators and proximal algorithms, and illustrates their applicability to standard and distributed convex optimization in general and many applications of recent interest in particular. Much like Newton's method is a standard tool for solving unconstrained smooth optimization problems of modest size, proximal algorithms can be viewed as an analogous tool for nonsmooth, constrained, large-scale, or distributed versions of these problems. They are very generally applicable, but are ...

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Proximal Algorithms 2014, now publishers Inc, Hanover

ISBN-13: 9781601987167

Paperback