Mirror descent and nonlinear projected subgradient methods for convex optimization.

DOI10.1016/S0167-6377(02)00231-6zbMath1046.90057MaRDI QIDQ1811622

Publication date: 17 June 2003

Published in: Operations Research Letters (Search for Journal in Brave)

projections convergence Nonlinear Complexity analysis Global rate of Mirror descent algorithms Nonsmooth convex minimization Projected subgradient methods Relative entropy

Mathematics Subject Classification ID

Convex programming (90C25) Methods of reduced gradient type (90C52)

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