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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Bibliographic Details
Main Author: Bertsekas, Dimitri P
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: Springer US 2021
Online Access:https://hdl.handle.net/1721.1/131865