Improved Algorithms for Convex Minimization in Relative Scale

DOI10.1137/090747142zbMath1231.90313OpenAlexW2021144474MaRDI QIDQ3105793

Peter Richtárik

Publication date: 9 January 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/1857726/rel.scaleSIOPT.pdf

zbMATH Keywords

convex optimizationsublinearityNesterov's smoothing techniqueLöwner-John ellipsoidsrelative scale

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Minimax problems in mathematical programming (90C47) Abstract computational complexity for mathematical programming problems (90C60)

Related Items (9)

OSGA: a fast subgradient algorithm with optimal complexity ⋮ Derivative-free optimization: a review of algorithms and comparison of software implementations ⋮ Branch-and-Model: a derivative-free global optimization algorithm ⋮ Approximate level method for nonsmooth convex minimization ⋮ Rank-two update algorithms for the minimum volume enclosing ellipsoid problem ⋮ Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming ⋮ Decomposition in derivative-free optimization ⋮ Performance of first-order methods for smooth convex minimization: a novel approach ⋮ Low-Rank Spectral Optimization via Gauge Duality

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