Variable Metric Proximal Gradient Method with Diagonal Barzilai-Borwein Stepsize.
Youngsuk ParkSauptik DharStephen P. BoydMohak ShahPublished in: CoRR (2019)
Keyphrases
- step size
- gradient method
- convergence rate
- gauss seidel method
- convergence speed
- cost function
- approximate dynamic programming
- faster convergence
- wavelet coefficients
- temporal difference
- pairwise
- image classification
- differential evolution
- covariance matrix
- multiscale
- linear equations
- genetic algorithm
- neural network