Subgradient ellipsoid method for nonsmooth convex problems

DOI10.1007/s10107-022-01833-4zbMath1518.90070arXiv2106.13340OpenAlexW3174574580MaRDI QIDQ6038646

Anton Rodomanov, Yu. E. Nesterov

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

zbMATH Keywords

nonsmooth optimizationvariational inequalitiesconvex optimizationsubgradient methodsaddle-point problemsellipsoid methodaccuracy certificatesseparating oracle

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Minimax problems in mathematical programming (90C47)

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