An optimal subgradient algorithm with subspace search for costly convex optimization problems
DOI10.1007/s41980-018-0171-1zbMath1412.90105OpenAlexW2897257647MaRDI QIDQ2415906
Masoud Ahookhosh, Arnold Neumaier
Publication date: 23 May 2019
Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s41980-018-0171-1
nonsmooth optimizationconvex optimizationsubgradient methodsoptimal complexityfirst-order black-box informationcostly linear operatormultidimensional subspace search
Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Numerical methods based on nonlinear programming (49M37)
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