Revisiting subgradient method: complexity and convergence beyond Lipschitz continuity

DOI10.1007/S10013-024-00715-WMaRDI QIDQ6913296zbMATH OpenFDO

Authors Xiao Li, Lei Zhao, Daoli Zhu, Anthony Man-Cho So

Publication date 21 October 2025

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10013-024-00715-W

zbMATH Keywords

iteration complexitynon-Lipschitz optimizationsubgradient method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Cites work

• ``Efficient subgradient methods for general convex optimization
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• Nearly unbiased variable selection under minimax concave penalty
• Nonconvex Robust Low-Rank Matrix Recovery
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• Radial subgradient method
• Robust Stochastic Approximation Approach to Stochastic Programming
• Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
• Stochastic model-based minimization of weakly convex functions
• Strong and Weak Convexity of Sets and Functions
• Support-vector networks
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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