Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems

DOI10.1007/978-3-030-58657-7_13zbMath1460.90137arXiv2003.09147OpenAlexW3161275408MaRDI QIDQ4965108

Seydamet S. Ablaev, Mohammad S. Alkousa, Alexander A. Titov, Fedor S. Stonyakin, Alexander V. Gasnikov

Publication date: 25 February 2021

Published in: Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.09147

zbMATH Keywords

convex programming problemonline optimization probleminexact modelrelative Lipschitz-continuitystochastic mirror descentswitching subgradient scheme

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (2)

Stochastic incremental mirror descent algorithms with Nesterov smoothing ⋮ Some adaptive first-order methods for variational inequalities with relatively strongly monotone operators and generalized smoothness

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