Lorenz, Dirk; Pfetsch, Marc; Tillmann, Andreas - In: Computational Optimization and Applications 57 (2014) 2, pp. 271-306
We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact projections (which decreases in the course of the algorithm)....