Approximate level method for nonsmooth convex minimization

DOI10.1007/S10957-011-9908-1zbMATH Open1237.90183OpenAlexW1964847011MaRDI QIDQ415377FDOQ415377

Authors Peter Richtárik

Publication date 8 May 2012

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

Full work available at URL https://doi.org/10.1007/s10957-011-9908-1

zbMATH Keywords

sensitivity analysislarge-scale optimizationnonsmooth convex minimizationapproximate projections in relative scalelevel method

Mathematics Subject Classification ID

Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59) Sensitivity, stability, parametric optimization (90C31)

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Cites work

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• scientific article; zbMATH DE number 3894826 (Why is no real title available?)
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• Improved algorithms for convex minimization in relative scale
• Introductory lectures on convex optimization. A basic course.
• Minimization of unsmooth functionals
• New variants of bundle methods
• Residual Selection in A Projection Method for Convex Minimization Problems
• The Cutting-Plane Method for Solving Convex Programs
• The Efficiency of Subgradient Projection Methods for Convex Optimization, Part I: General Level Methods
• The Efficiency of Subgradient Projection Methods for Convex Optimization, Part II: Implementations and Extensions
• Variable target value subgradient method

Cited in

(10)

• Machine learning algorithms of relaxation subgradient method with space extension
• A regularized simplex method
• Generalized Level Method with Approximated Data
• Target radius methods for nonsmooth convex optimization
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
• A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
• Fast bundle-level methods for unconstrained and ball-constrained convex optimization
• Level bundle-like algorithms for convex optimization
• scientific article; zbMATH DE number 1450255 (Why is no real title available?)
• New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values

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