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Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions

Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions

We introduce a unified algorithmic framework, called the proximal-like incremental aggregated gradient (PLIAG) method, for minimizing the sum of a convex function that consists of additive relatively smooth convex components and a proper lower semicontinuous convex regularization function over an abstract feasible set whose geometry can be captured by using …