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#incremental gradient methods

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math.OC2019

Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence under Bregman Distance Growth Conditions

Hui Zhang, Yu-Hong Dai, Lei Guo +1

The paper proposes a unified proximal-like incremental aggregated gradient (PLIAG) framework for convex optimization that achieves sublinear and linear convergence under Bregman di…

#convex optimization#incremental gradient methods#bregman distance#proximal algorithms