The CoMirror algorithm for solving nonsmooth constrained convex problems
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Cites work
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 1206370 (Why is no real title available?)
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- scientific article; zbMATH DE number 3282977 (Why is no real title available?)
- An algorithm for total variation minimization and applications
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- Entropic Proximal Mappings with Applications to Nonlinear Programming
- History of mathematical programming in the USSR: Analyzing the phenomenon
- Introductory lectures on convex optimization. A basic course.
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- Nonlinear total variation based noise removal algorithms
- Proximal Minimization Methods with Generalized Bregman Functions
- Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
- The ordered subsets mirror descent optimization method with applications to tomography
Cited in
(16)- Primal-dual mirror descent method for constraint stochastic optimization problems
- Algorithms for stochastic optimization with function or expectation constraints
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- A derivative-free comirror algorithm for convex optimization
- Online first-order framework for robust convex optimization
- A sequential ascending parameter method for solving constrained minimization problems
- OSGA: a fast subgradient algorithm with optimal complexity
- A dual method for minimizing a nonsmooth objective over one smooth inequality constraint
- On modification of an adaptive stochastic mirror descent algorithm for convex optimization problems with functional constraints
- A weighted mirror descent algorithm for nonsmooth convex optimization problem
- Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
- Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
- A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems
- Adaptive mirror descent algorithms for convex and strongly convex optimization problems with functional constraints
- Polyak minorant method for convex optimization
- FOM -- a MATLAB toolbox of first-order methods for solving convex optimization problems
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