Mirror descent and nonlinear projected subgradient methods for convex optimization

Operations Research Letters

Volumn 31, Issue 3, 2003, Pages 167-175

  Beck, Amir ^a   Teboulle, Marc ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

Complexity analysis; Global rate of convergence; Mirror descent algorithms; Nonlinear projections; Nonsmooth convex minimization; Projected subgradient methods; Relative entropy

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; PROBLEM SOLVING;

CONVEX OPTIMIZATION;

NONLINEAR PROGRAMMING;

EID: 0037403111     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6377(02)00231-6     Document Type: Article

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