Minimizing functions with bounded variation of subgradients

نویسنده

  • Yu. Nesterov
چکیده

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.

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تاریخ انتشار 2005