Accelerated Stochastic Peaceman-Rachford Method for Empirical Risk Minimization

This work is devoted to studying an Accelerated Stochastic Peaceman-Rachford Splitting Method (AS-PRSM) for solving a family of structural empirical risk minimization problems. The objective function of this problem is the sum of a possibly nonsmooth convex function and a finite-sum of smooth convex component functions. The smooth subproblem in AS-PRSM is solved by an … Read more