Minimizing functions with bounded variation of subgradients

In many applications it is possible to justify a reasonable bound for possible variation of subgradients of objective function rather than for their uniform magnitude. In this paper we develop a new class of efficient primal-dual subgradient schemes for such problem classes.

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Year of publication:	2005-11
Authors:	NESTEROV, Yu.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	convex optimization \| subgradient methods \| non-smooth optimization \| blackbox methods \| lower complexity bounds

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Extent:	application/pdf
Series:	CORE Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2005079
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005043014