Variable Metric Proximal Gradient Method with Diagonal Barzilai-Borwein Stepsize.

Youngsuk Park Sauptik Dhar Stephen P. Boyd Mohak Shah

Published in: ICASSP (2020)

Keyphrases

gradient method
step size
convergence rate
gauss seidel method
cost function
convergence speed
approximate dynamic programming
faster convergence
temporal difference
wavelet coefficients
neural network
feature selection
computational complexity
search space