5 Result(s)
within
Emilie Chouzenoux
Operations Research/Decision Theory
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Article
Convergence analysis of block majorize-minimize subspace approach
We consider the minimization of a differentiable Lipschitz gradient but non necessarily convex, function F defined on \({\mathbb {R}}^N\) ...
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Article
SABRINA: A Stochastic Subspace Majorization-Minimization Algorithm
A wide class of problems involves the minimization of a coercive and differentiable function F on \({\mathbb {R}}^N\) ...
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Article
A random block-coordinate Douglas–Rachford splitting method with low computational complexity for binary logistic regression
In this paper, we propose a new optimization algorithm for sparse logistic regression based on a stochastic version of the Douglas–Rachford splitting method. Our algorithm performs both function and variable s...
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Article
A block coordinate variable metric forward–backward algorithm
A number of recent works have emphasized the prominent role played by the Kurdyka-Łojasiewicz inequality for proving the convergence of iterative algorithms solving possibly nonsmooth/nonconvex optimization pr...
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Article
Variable Metric Forward–Backward Algorithm for Minimizing the Sum of a Differentiable Function and a Convex Function
We consider the minimization of a function G defined on \({ \mathbb{R} } ^{N}\) , which is the sum of a (not necessarily...
