Radial Subgradient Method

DOI10.1137/17M1122980zbMath1382.90075arXiv1703.09280MaRDI QIDQ4606654

Benjamin Grimmer

Publication date: 9 March 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.09280

zbMATH Keywords

convex optimizationsubgradient methodnon-Lipschitz optimization

Mathematics Subject Classification ID

Convex programming (90C25) Methods of reduced gradient type (90C52) Numerical methods for variational inequalities and related problems (65K15)

Related Items (4)

Radial duality. I: Foundations ⋮ Radial duality. II: Applications and algorithms ⋮ Convergence Rates for Deterministic and Stochastic Subgradient Methods without Lipschitz Continuity ⋮ Cyclic coordinate descent in the Hölder smooth setting

Cites Work

• Unnamed Item
• Perspective functions: proximal calculus and applications in high-dimensional statistics
• Foundations of Gauge and Perspective Duality
• ``Efficient” Subgradient Methods for General Convex Optimization

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