Aggregating regular norms
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Publication:6506918
arXiv2210.16664MaRDI QIDQ6506918FDOQ6506918
Authors: Anatoli Juditsky, Arkadi Nemirovski 
Abstract: The subject of this paper is regularity-preserving aggregation of regular norms on finite-dimensional linear spaces. Regular norms were introduced in [5] and are closely related to ``type 2 spaces [9, Chapter 9] playing important role in 1) high-dimensional convex geometry and probability in Banach spaces [0.9.12.13.15], and in 2) design of proximal first-order algorithms for large-scale convex optimization with dimension-independent, or nearly so, complexity. Regularity, with moderate parameters, of a norm makes applicable, in a dimension-independent fashion, numerous geometric, probabilistic, and optimization-related results, which motivates our interest in aggregating regular norms with controlled (and moderate) inflation of regularity parameters.
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21)
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