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Excessive gap technique in nonsmooth convex minimization

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  • NESTEROV, Yu.

Abstract

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Suggested Citation

  • NESTEROV, Yu., 2005. "Excessive gap technique in nonsmooth convex minimization," LIDAM Reprints CORE 1818, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1818
    DOI: 10.1137/S1052623403426556
    Note: In : SIAM Journal of Optimization, 16(1), 235-249, 2005.
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    Cited by:

    1. Guanghui Lan & Yuyuan Ouyang, 2022. "Accelerated gradient sliding for structured convex optimization," Computational Optimization and Applications, Springer, vol. 82(2), pages 361-394, June.
    2. Daskalakis, Constantinos & Deckelbaum, Alan & Kim, Anthony, 2015. "Near-optimal no-regret algorithms for zero-sum games," Games and Economic Behavior, Elsevier, vol. 92(C), pages 327-348.
    3. DEVOLDER, Olivier & GLINEUR, François & NESTEROV, Yurii, 2011. "First-order methods of smooth convex optimization with inexact oracle," LIDAM Discussion Papers CORE 2011002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Yurii Nesterov, 2009. "Unconstrained Convex Minimization in Relative Scale," Mathematics of Operations Research, INFORMS, vol. 34(1), pages 180-193, February.
    5. DEVOLDER, Olivier & GLINEUR, François & NESTEROV, Yurii, 2013. "Intermediate gradient methods for smooth convex problems with inexact oracle," LIDAM Discussion Papers CORE 2013017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Masoud Ahookhosh & Arnold Neumaier, 2018. "Solving structured nonsmooth convex optimization with complexity $$\mathcal {O}(\varepsilon ^{-1/2})$$ O ( ε - 1 / 2 )," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 110-145, April.
    7. DEVOLDER, Olivier & GLINEUR, François & NESTEROV, Yurii, 2010. "Double smoothing technique for infinite-dimensional optimization problems with applications to optimal control," LIDAM Discussion Papers CORE 2010034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. Guoyin Li & Alfred Ma & Ting Pong, 2014. "Robust least square semidefinite programming with applications," Computational Optimization and Applications, Springer, vol. 58(2), pages 347-379, June.
    9. Masaru Ito, 2016. "New results on subgradient methods for strongly convex optimization problems with a unified analysis," Computational Optimization and Applications, Springer, vol. 65(1), pages 127-172, September.
    10. Quoc Tran-Dinh, 2017. "Adaptive smoothing algorithms for nonsmooth composite convex minimization," Computational Optimization and Applications, Springer, vol. 66(3), pages 425-451, April.
    11. Masoud Ahookhosh, 2019. "Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(3), pages 319-353, June.
    12. Samid Hoda & Andrew Gilpin & Javier Peña & Tuomas Sandholm, 2010. "Smoothing Techniques for Computing Nash Equilibria of Sequential Games," Mathematics of Operations Research, INFORMS, vol. 35(2), pages 494-512, May.
    13. Quoc Tran Dinh & Carlo Savorgnan & Moritz Diehl, 2013. "Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems," Computational Optimization and Applications, Springer, vol. 55(1), pages 75-111, May.
    14. Frank E. Curtis & Arvind U. Raghunathan, 2017. "Solving nearly-separable quadratic optimization problems as nonsmooth equations," Computational Optimization and Applications, Springer, vol. 67(2), pages 317-360, June.

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