Primal-dual subgradient method for constrained convex optimization problems
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DOI: 10.1007/s11590-021-01728-x
Abstract: This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of… read more here.
Keywords: convex optimization; optimization; dual subgradient; primal dual ... See more keywords