Adaptive mirror descent algorithms for convex and strongly convex optimization problems with functional constraints

DOI10.1134/S1990478919030165MaRDI QIDQ4973261zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

adaptive mirror descent methodLipschitz conditionLipschitz gradientLipschitz Hessianstrongly convex functiontechnique of restarts

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Convex programming (90C25)

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Cites work

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• Mirror descent and constrained online optimization problems
• Mirror descent and convex optimization problems with non-smooth inequality constraints
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• Primal-dual mirror descent method for constraint stochastic optimization problems
• Primal-dual subgradient method for huge-scale linear conic problems
• Robust Truss Topology Design via Semidefinite Programming
• The CoMirror algorithm for solving nonsmooth constrained convex problems

Cited in

(10)

• Fine tuning Nesterov's steepest descent algorithm for differentiable convex programming
• Mirror descent and constrained online optimization problems
• On some methods for strongly convex optimization problems with one functional constraint
• Mirror descent and convex optimization problems with non-smooth inequality constraints
• Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
• Some analogue of quadratic interpolation for a special class of non-smooth functionals and one application to adaptive mirror descent
• Mirror-Descent Methods in Mixed-Integer Convex Optimization
• On modification of an adaptive stochastic mirror descent algorithm for convex optimization problems with functional constraints
• Adaptive algorithms for relatively Lipschitz continuous convex optimization problems
• Mirror descent methods with a weighting scheme for outputs for optimization problems with functional constraints

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