Exact penalties for decomposable convex optimization problems

DOI10.1080/10556788.2021.1977807OpenAlexW3202419680MaRDI QIDQ5058390

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Publication date: 20 December 2022

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.00630

zbMATH Keywords

convex optimizationsubgradient projection methodexact non-smooth penalty methodright-hand side decompositiontwo-speed step-size choice

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Cites Work

• Communication-efficient algorithms for decentralized and stochastic optimization
• Faster subgradient methods for functions with Hölderian growth
• Quasi-monotone subgradient methods for nonsmooth convex minimization
• The Group Lasso for Logistic Regression
• The method of penalty functions in problems of high dimensionality
• On Convergence Properties of a Subgradient Method
• Distributed Subgradient Methods for Multi-Agent Optimization
• Two-Level Planning
• ``Efficient” Subgradient Methods for General Convex Optimization
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