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An O(1/k) Convergence Rate for the Variable Stepsize Bregman Operator Splitting Algorithm.
William W. Hager
Maryam Yashtini
Hongchao Zhang
Published in:
SIAM J. Numer. Anal. (2016)
Keyphrases
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convergence rate
step size
variable step size
learning rate
gradient method
convergence speed
cost function
faster convergence
numerical stability
simplex method
global convergence
linear systems
mutation operator
dynamic programming
primal dual
objective function
computational complexity
optimal solution