Variable metric proximal stochastic variance reduced gradient methods for nonconvex nonsmooth optimization
We study the problem of minimizing the sum of two functions. The first function is the average of a large number of nonconvex component functions and the second function is a convex (possibly nonsmooth) function that admits a simple proximal mapping. With a diagonal Barzilai-Borwein stepsize for upd...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
2022
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| Online Access: | http://hdl.handle.net/20.500.11937/91423 |