An optimal subgradient algorithm for large-scale bound-constrained convex optimization
نویسندگان
چکیده
منابع مشابه
An optimal subgradient algorithm for large-scale bound-constrained convex optimization
This paper shows that the OSGA algorithm – which uses first-order information to solve convex optimization problems with optimal complexity – can be used to efficiently solve arbitrary bound-constrained convex optimization problems. This is done by constructing an explicit method as well as an inexact scheme for solving the bound-constrained rational subproblem required by OSGA. This leads to a...
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ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2017
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-017-0585-1