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Linear Convergence of Prox-SVRG Method for Separable Non-smooth Convex Optimization Problems under Bounded Metric Subregularity.
Jin Zhang
Xide Zhu
Published in:
J. Optim. Theory Appl. (2022)
Keyphrases
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feature selection
dynamic programming
distance metric
computational complexity
multiresolution
cost function
support vector machine
unsupervised learning
convergence rate
quadratic programming