Adaptive algorithms for relatively Lipschitz continuous convex optimization problems

MaRDI QIDQ6083643zbMATH OpenFDO

Authors F. S. Stonyakin, Mohammad S. Alkousa, Alexander A. Titov, A. V. Gasnikov

Publication date 8 December 2023

Full work available at URL https://arxiv.org/abs/2107.05765, http://yokohamapublishers.jp/online2/oppafa/vol8/p1505.html

zbMATH Keywords

adaptive methodconvex optimizationrelative boundednessrelative Lipschitz continuityrelative smoothnessrelative strong convexityvariational inequality

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complexity and performance of numerical algorithms (65Y20) Analysis of algorithms and problem complexity (68Q25) Analysis of algorithms (68W40) Large-scale problems in mathematical programming (90C06) Convex programming (90C25)

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• Efficient and adaptive Lagrange-multiplier methods for nonlinear continuous global optimization
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• Exact Lipschitz regularization of convex optimization problems
• Accelerated Bregman gradient methods for relatively smooth and relatively Lipschitz continuous minimization problems
• An adaptive variant of the Frank-Wolfe method for relative smooth convex optimization problems
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities

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