Convergence Analysis of Penalty Decomposition Algorithm for Cardinality Constrained Convex Optimization in Hilbert Spaces.
Michael PleshakovSergei P. SidorovKirill SpiridonovPublished in: MOTOR (2020)
Keyphrases
- convex optimization
- decomposition algorithm
- convergence analysis
- global convergence
- optimality conditions
- total variation
- low rank
- primal dual
- convergence rate
- special case
- objective function
- computer vision
- convergence speed
- convex sets
- optimal solution
- approximation methods
- reinforcement learning
- feature extraction