Adaptive algorithms for relatively Lipschitz continuous convex optimization problems

MaRDI QIDQ6083643zbMATHFDO

Authors F. S. Stonyakin, Mohammad S. Alkousa, Alexander A. Titov, A. V. Gasnikov

Publication date 8 December 2023

Full work available at URL https://arxiv.org/abs/2107.05765

zbMATH Keywords

convex optimizationvariational inequalityadaptive methodrelative boundednessrelative smoothnessrelative Lipschitz continuityrelative strong convexity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Large-scale problems in mathematical programming (90C06) Analysis of algorithms and problem complexity (68Q25) Analysis of algorithms (68W40)

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(5)

• Exact Lipschitz regularization of convex optimization problems
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• Efficient and adaptive Lagrange-multiplier methods for nonlinear continuous global optimization

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