Variable Metric Proximal Gradient Method with Diagonal Barzilai-Borwein Stepsize

15 Oct 2019Youngsuk ParkSauptik DharStephen BoydMohak Shah

Variable metric proximal gradient (VM-PG) is a widely used class of convex optimization method. Lately, there has been a lot of research on the theoretical guarantees of VM-PG with different metric selections... (read more)

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