The CoMirror algorithm for solving nonsmooth constrained convex problems
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Publication:614018
DOI10.1016/J.ORL.2010.08.005zbMATH Open1202.90209OpenAlexW2016760858MaRDI QIDQ614018FDOQ614018
Authors: Amir Beck, Aharon Ben-Tal, Nili Guttmann-Beck, Luba Tetruashvili 
Publication date: 23 December 2010
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2010.08.005
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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 \(\mathcal {O}(\varepsilon ^{-1/2})\)
- Adaptive mirror descent algorithms for convex and strongly convex optimization problems with functional constraints
- A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems
- Polyak minorant method for convex optimization
- FOM -- a MATLAB toolbox of first-order methods for solving convex optimization problems
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