Adaptive mirror descent algorithms for convex and strongly convex optimization problems with functional constraints
DOI10.1134/S1990478919030165zbMATH Open1438.90263OpenAlexW2971110912WikidataQ127312014 ScholiaQ127312014MaRDI QIDQ4973261FDOQ4973261
Authors: F. S. Stonyakin, Mohammad S. Alkousa, A. N. Stepanov, Alexander A. Titov 
Publication date: 2 December 2019
Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1990478919030165
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Lipschitz conditionstrongly convex functionLipschitz gradientadaptive mirror descent methodLipschitz Hessiantechnique of restarts
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonsmooth analysis (49J52)
Cites Work
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- Robust Truss Topology Design via Semidefinite Programming
- The CoMirror algorithm for solving nonsmooth constrained convex problems
- Gradient sliding for composite optimization
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- Primal-dual subgradient method for huge-scale linear conic problems
- Mirror descent and convex optimization problems with non-smooth inequality constraints
- Primal-dual mirror descent method for constraint stochastic optimization problems
- Mirror descent and constrained online optimization problems
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- Title not available (Why is that?)
Cited In (4)
- Mirror descent and convex optimization problems with non-smooth inequality constraints
- Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems
- Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming
- Mirror-Descent Methods in Mixed-Integer Convex Optimization
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