Subgradient ellipsoid method for nonsmooth convex problems
From MaRDI portal
Publication:6038646
DOI10.1007/s10107-022-01833-4zbMath1518.90070arXiv2106.13340MaRDI QIDQ6038646
Yu. E. Nesterov, Anton Rodomanov
Publication date: 2 May 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.13340
nonsmooth optimization; variational inequalities; convex optimization; subgradient method; saddle-point problems; ellipsoid method; accuracy certificates; separating oracle
68Q25: Analysis of algorithms and problem complexity
90C25: Convex programming
90C47: Minimax problems in mathematical programming