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A stochastic coordinate descent inertial primal-dual algorithm for large-scale composite optimization
[article]
2016
arXiv
pre-print
We consider an inertial primal-dual algorithm to compute the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator. With the idea of coordinate descent, we design a stochastic coordinate descent inertial primal-dual splitting algorithm. Moreover, in order to prove the convergence of the proposed inertial algorithm, we formulate first the inertial version of the randomized Krasnosel'skii-Mann iterations algorithm for
arXiv:1604.04845v1
fatcat:2xb3dt44prb67btvjbseh5j6bm