Proximal algorithms and temporal difference methods for solving fixed point problems

Abstract In this paper we consider large fixed point problems and solution with proximal algorithms. We show that for linear problems there is a close connection between proximal iterations, which are prominent in numerical analysis and optimization, and multistep methods of the tempo...

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Detalles Bibliográficos
Autor Principal: Bertsekas, Dimitri P
Outros autores: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Formato: Artigo
Idioma:English
Publicado: Springer US 2021
Acceso en liña:https://hdl.handle.net/1721.1/131865