First-order methods of smooth convex optimization with inexact oracle

Author:

Devolder Olivier,Glineur François,Nesterov Yurii

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference20 articles.

1. Baes, M.: Estimate Sequence Methods: Extensions and Approximations. IFOR Internal report, ETH Zurich, Switzerland (2009)

2. Correa, R., Lemarechal, C.: Convergence of some algorithms for convex minimization. Math. Program. Ser. A 62, 261–275 (1993)

3. D’Aspremont, A.: Smooth optimization with approximate gradient. SIAM J. Optim. 19, 1171–1183 (2008)

4. Devolder, O., Glineur, F., Nesterov, Y.: Double smoothing technique for large-scale linearly constrained convex optimization. SIAM J. Optim. 22(2), 702–727 (2012)

5. Hintermuller, M.: A proximal bundle method based on approximative subgradient. Comput. Optim. Appl. 20, 245–266 (2001)

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