scientific article; zbMATH DE number 3695967

MaRDI QIDQ3889672zbMATH OpenFDO

Authors Arkadi Nemirovski, D. B. Yudin

Publication date 1979

zbMATH Keywords

Banach spacesconvex programmingfunctional analysisgradient methodsLiapunov functionsLipschitz conditionsnoise

Mathematics Subject Classification ID

Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52) Methods of successive quadratic programming type (90C55) Mathematical programming (90C99)

Cited in

(10)

• Two-armed bandit problem and batch version of the mirror descent algorithm
• Adaptive mirror descent algorithms for convex and strongly convex optimization problems with functional constraints
• Accelerated stochastic algorithms for convex-concave saddle-point problems
• Dual space preconditioning for gradient descent
• Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier
• Stochastic incremental mirror descent algorithms with Nesterov smoothing
• Convergence rate analysis of the multiplicative gradient method for PET-type problems
• One-armed bandit problem and the mirror descent algorithm
• Proximal Galerkin: a structure-preserving finite element method for pointwise bound constraints
• Mirror descent methods with a weighting scheme for outputs for optimization problems with functional constraints

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