Primal subgradient methods with predefined step sizes

DOI10.1007/S10957-024-02456-9MaRDI QIDQ6655780zbMATH OpenFDO

Authors Yuri Nesterov

Publication date 27 December 2024

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10957-024-02456-9

zbMATH Keywords

constrained problemsconvex optimizationnonsmooth optimizationoptimal Lagrange multiplierssubgradient methods

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Mathematical programming (90Cxx)

Recommendations

• Primal-dual subgradient methods for convex problems
• Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
• Barrier subgradient method
• New results on subgradient methods for strongly convex optimization problems with a unified analysis
• Two ``well-known properties of subgradient optimization

Cites work

• scientific article; zbMATH DE number 4015993 (Why is no real title available?)
• scientific article; zbMATH DE number 3910150 (Why is no real title available?)
• scientific article; zbMATH DE number 3790208 (Why is no real title available?)
• Lectures on convex optimization
• Primal-dual subgradient methods for convex problems
• Quasi-monotone subgradient methods for nonsmooth convex minimization

Cited in

(2)

• A subgradient method with constant step-size for \(\ell_1\)-composite optimization
• Complexity of minimizing regularized convex quadratic functions

This page was built for publication: Primal subgradient methods with predefined step sizes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6655780)