Primal-dual subgradient methods for convex problems
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Cites work
- Excessive Gap Technique in Nonsmooth Convex Minimization
- scientific article; zbMATH DE number 858900 (Why is no real title available?)
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- scientific article; zbMATH DE number 3282977 (Why is no real title available?)
- Interior projection-like methods for monotone variational inequalities
- Introductory lectures on convex optimization. A basic course.
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Smooth minimization of non-smooth functions
- The ordered subsets mirror descent optimization method with applications to tomography
- Two ``well-known properties of subgradient optimization
Cited in
(only showing first 100 items - show all)- Subgradient methods for saddle-point problems
- lmls
- The volume algorithm: Producing primal solutions with a subgradient method
- Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises
- Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
- A relax-and-cut framework for large-scale maximum weight connected subgraph problems
- Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
- On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
- Scale-free online learning
- Learning in games with continuous action sets and unknown payoff functions
- Approximate dual averaging method for multiagent saddle-point problems with stochastic subgradients
- Large-scale unit commitment under uncertainty: an updated literature survey
- Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Universal method for stochastic composite optimization problems
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- Non-Euclidean restricted memory level method for large-scale convex optimization
- Complexity bounds for primal-dual methods minimizing the model of objective function
- An improved Lagrangian relaxation and dual ascent approach to facility location problems
- A primal-dual approach to inexact subgradient methods
- Proximal algorithms for multicomponent image recovery problems
- Aggregate subgradient method for nonsmooth DC optimization
- Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions
- Communication-computation tradeoff in distributed consensus optimization for MPC-based coordinated control under wireless communications
- Gradient-free method for nonsmooth distributed optimization
- Resolving learning rates adaptively by locating stochastic non-negative associated gradient projection points using line searches
- Nearly optimal first-order methods for convex optimization under gradient norm measure: an adaptive regularization approach
- Distributed linear regression by averaging
- Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- Ensemble slice sampling. Parallel, black-box and gradient-free inference for correlated \& multimodal distributions
- A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems
- Surplus-based accelerated algorithms for distributed optimization over directed networks
- Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications
- Learning in nonatomic games. I: Finite action spaces and population games
- Optimum dimensional synthesis of planar mechanisms with geometric constraints
- Primal dual methods for Wasserstein gradient flows
- Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization
- Aggregation of estimators and stochastic optimization
- Primal-dual incremental gradient method for nonsmooth and convex optimization problems
- Incrementally updated gradient methods for constrained and regularized optimization
- Faster algorithms for extensive-form game solving via improved smoothing functions
- A modular analysis of adaptive (non-)convex optimization: optimism, composite objectives, variance reduction, and variational bounds
- A non-monotone conjugate subgradient type method for minimization of convex functions
- Accelerated primal-dual gradient descent with linesearch for convex, nonconvex, and nonsmooth optimization problems
- Universal method of searching for equilibria and stochastic equilibria in transportation networks
- Primal convergence from dual subgradient methods for convex optimization
- Sparse learning via Boolean relaxations
- Quasi-monotone subgradient methods for nonsmooth convex minimization
- Large-scale unit commitment under uncertainty
- On efficient randomized algorithms for finding the PageRank vector
- On the efficiency of a randomized mirror descent algorithm in online optimization problems
- On the robustness of learning in games with stochastically perturbed payoff observations
- Hedge algorithm and dual averaging schemes
- Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case
- Iteratively reweighted \(\ell _1\) algorithms with extrapolation
- Distributed and consensus optimization for non-smooth image reconstruction
- Inexact subgradient methods for quasi-convex optimization problems
- Asymptotic optimality in stochastic optimization
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds
- A subgradient method based on gradient sampling for solving convex optimization problems
- A simple but usually fast branch-and-bound algorithm for the capacitated facility location problem
- A family of subgradient-based methods for convex optimization problems in a unifying framework
- A subgradient method for free material design
- Learning in games via reinforcement and regularization
- Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
- Primal-dual subgradient method for huge-scale linear conic problems
- Block stochastic gradient iteration for convex and nonconvex optimization
- Duality between subgradient and conditional gradient methods
- A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks
- OSGA: a fast subgradient algorithm with optimal complexity
- New results on subgradient methods for strongly convex optimization problems with a unified analysis
- MAGMA: multilevel accelerated gradient mirror descent algorithm for large-scale convex composite minimization
- Inertial game dynamics and applications to constrained optimization
- Some multivariate risk indicators: minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm
- Structured sparsity: discrete and convex approaches
- Subgradient method for nonconvex nonsmooth optimization
- Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
- A class of convergent primal-dual subgradient algorithms for decomposable convex programs
- Using the ?-subgradient method to solve the dual and the primal mathematical programming problems
- Constrained ?-subgradient method for simultaneous solution of the primal and dual problems of convex programming
- An optimal method for stochastic composite optimization
- RSG: Beating Subgradient Method without Smoothness and Strong Convexity
- A level-set method for convex optimization with a feasible solution path
- A sparsity preserving stochastic gradient methods for sparse regression
- On the convergence of gradient-like flows with noisy gradient input
- Relatively smooth convex optimization by first-order methods, and applications
- Inexact dual averaging method for distributed multi-agent optimization
- An incremental mirror descent subgradient algorithm with random sweeping and proximal step
- Coordinate Descent Face-Off: Primal or Dual?
- The approximate duality gap technique: a unified theory of first-order methods
- String-averaging incremental stochastic subgradient algorithms
- A survey of algorithms and analysis for adaptive online learning
- scientific article; zbMATH DE number 6860836 (Why is no real title available?)
- Linear coupling: an ultimate unification of gradient and mirror descent
- Subgradient algorithms on Riemannian manifolds of lower bounded curvatures
- Global convergence rate of proximal incremental aggregated gradient methods
- Optimization methods for large-scale machine learning
- Dual subgradient algorithms for large-scale nonsmooth learning problems
- Primal-Dual Combinatorial Relaxation Algorithms for the Maximum Degree of Subdeterminants
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