Excessive gap technique in nonsmooth convex minimization

SIAM Journal on Optimization

Volumn 16, Issue 1, 2006, Pages 235-249

  Nesterov, Yu ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Black box oracle; Complexity theory; Convex optimization; Nonsmooth optimization; Optimal methods; Structural optimization

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; PROBLEM SOLVING; STRUCTURAL OPTIMIZATION;

BLACK-BOX ORACLE; COMPLEXITY THEORY; CONVEX OPTIMIZATION; NONSMOOTH OPTIMIZATION; OPTIMAL METHODS;

GRADIENT METHODS;

EID: 33144470576     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403422285     Document Type: Article

References (4)

1. J.-B. HIRIART-URRUTY AND C. LEMARECHAL, Convex Analysis and Minimization Algorithms, Springer-Verlag, Berlin, 1993.
2. A. NEMIROVSKY AND D. YUDIN, Informational Complexity and Efficient Methods for Solution of Convex Extremal Problems, J. Wiley & Sons, New York, 1983.
3. Yu. NESTEROV, Smooth minimization of non-smooth functions, Math. Program., 103 (2005), pp. 127-152.
4. Yu. NESTEROV, Introductory Lectures on Convex Optimization: Basic Course, Kluwer Academic, Boston, MA, 2004.