A level-set method for convex optimization with a feasible solution path
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Cites work
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- A modified finite Newton method for fast solution of large scale linear SVMs
- A sequential ascending parameter method for solving constrained minimization problems
- Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Conditional gradient algorithms for norm-regularized smooth convex optimization
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- Gradient methods for minimizing composite functions
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- Introductory lectures on convex optimization. A basic course.
- New variants of bundle methods
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- Primal-dual subgradient methods for convex problems
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- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- Robust Stochastic Approximation Approach to Stochastic Programming
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Cited in
(15)- Level-set methods for convex optimization
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
- A stochastic primal-dual method for a class of nonconvex constrained optimization
- A perturbation view of level-set methods for convex optimization
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- A data efficient and feasible level set method for stochastic convex optimization with expectation constraints
- A primal-dual algorithm with line search for general convex-concave saddle point problems
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems
- Nonsmooth projection-free optimization with functional constraints
- Fast reflected forward-backward algorithm: achieving fast convergence rates for convex optimization with linear cone constraints
- First-order methods for nonsmooth nonconvex functional constrained optimization with or without Slater points
- An accelerated variance reduced extra-point approach to finite-sum hemivariational inequality problem
- An adaptive parameter-free and projection-free restarting level set method for constrained convex optimization under the error bound condition
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