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

zbMATH Keywords

Lipschitz conditionstrongly convex functionLipschitz gradientadaptive mirror descent methodLipschitz Hessiantechnique of restarts

Mathematics Subject Classification ID

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

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• Mirror descent and constrained online optimization problems
• Mirror descent and convex optimization problems with non-smooth inequality constraints
• Mirror descent and nonlinear projected subgradient methods for convex optimization.
• 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

(9)

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

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