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Subgradient ellipsoid method for nonsmooth convex problems

In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational inequalities with monotone operator. Our algorithm can be seen...

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Detalles Bibliográficos
Autores principales: Rodomanov, Anton, Nesterov, Yurii
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10121548/
https://www.ncbi.nlm.nih.gov/pubmed/37155414
http://dx.doi.org/10.1007/s10107-022-01833-4