Convergence of some algorithms for convex minimization
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The authors present unified techniques to establish convergence of various minimization methods related to subgradient-descent type algorithms. In particular, prox-iteration schemes, bundle methods and the classical subgradient optimization algorithms are discussed.
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Cited in
(only showing first 100 items - show all)- Strong convergence of projected subgradient methods for nonsmooth and nonstrictly convex minimization
- An approximate bundle-type auxiliary problem method for solving generalized variational inequalities
- A proximal cutting plane method using Chebychev center for nonsmooth convex optimization
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- An inexact proximal point method for solving generalized fractional programs
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- Subgradient algorithm on Riemannian manifolds
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- An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems
- Convergence of first-order methods via the convex conjugate
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
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- Nonsmooth nonconvex global optimization in a Banach space with a basis
- Regularized decomposition of large scale block-structured robust optimization problems
- An effective adaptive trust region algorithm for nonsmooth minimization
- A family of variable metric proximal methods
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- Subgradient method with feasible inexact projections for constrained convex optimization problems
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