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Minimizing functions with bounded variation of subgradients

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  • NESTEROV, Yu.

Abstract

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.

Suggested Citation

  • NESTEROV, Yu., 2005. "Minimizing functions with bounded variation of subgradients," LIDAM Discussion Papers CORE 2005079, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:2005079
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp2005.html
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    References listed on IDEAS

    as
    1. NESTEROV, Yu, 2003. "Dual extrapolation and its applications for solving variational inequalities and related problems," LIDAM Discussion Papers CORE 2003068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. NESTEROV, Yu., 2005. "Primal-dual subgradient methods for convex problems," LIDAM Discussion Papers CORE 2005067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

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