Subgradient methods for huge-scale optimization problems
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Cites work
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- scientific article; zbMATH DE number 4123531 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- Characterizations of linear suboptimality for mathematical programs with equilibrium constraints
- Efficiency of coordinate descent methods on huge-scale optimization problems
- First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- On the Convergence Rate of Dual Ascent Methods for Linearly Constrained Convex Minimization
- Smooth minimization of non-smooth functions
Cited in
(33)- Parallel coordinate descent methods for big data optimization
- On stochastic accelerated gradient with convergence rate of regression learning
- Dual subgradient algorithms for large-scale nonsmooth learning problems
- Strong convergence of projected subgradient methods in infinite-dimensional Hilbert spaces
- scientific article; zbMATH DE number 1264398 (Why is no real title available?)
- On the properties of the method of minimization for convex functions with relaxation on the distance to extremum
- Adaptive subgradient methods for mathematical programming problems with quasiconvex functions
- A coordinate-descent primal-dual algorithm with large step size and possibly nonseparable functions
- A subgradient method with non-monotone line search
- Subgradient method with feasible inexact projections for constrained convex optimization problems
- Generalized stochastic Frank-Wolfe algorithm with stochastic ``substitute gradient for structured convex optimization
- Faster first-order primal-dual methods for linear programming using restarts and sharpness
- Non-Euclidean restricted memory level method for large-scale convex optimization
- The substitution secant/finite difference method for large scale sparse unconstrained optimization
- Stochastic block mirror descent methods for nonsmooth and stochastic optimization
- HPR-LP: an implementation of an HPR method for solving linear programming
- A DRS-based path-following algorithm for linear programming
- Nesterov's acceleration at the limit: first-order schemes
- Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming
- An acceleration procedure for optimal first-order methods
- Control analysis and design via randomised coordinate polynomial minimisation
- Numerical study of high-dimensional optimization problems using a modification of Polyak's method
- An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
- On convergence of a \(q\)-random coordinate constrained algorithm for non-convex problems
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Efficient numerical methods to solve sparse linear equations with application to PageRank
- Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement
- On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions
- Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming
- Primal-dual subgradient method for huge-scale linear conic problems
- On solving the densest \(k\)-subgraph problem on large graphs
- Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization
- On the efficiency of a randomized mirror descent algorithm in online optimization problems
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