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approximate projections in relative scale 1 evel method 1 large-scale optimization 1 nonsmooth convex optimization 1 sensitivity analysis 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Richtarik, Peter 1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1
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Approximate level method
Richtarik, Peter - Center for Operations Research and Econometrics (CORE), … - 2008
In this paper we propose and analyze a variant of the level method [4], which is an algorithm for minimizing nonsmooth convex functions. The main work per iteration is spent on 1) minimizing a piecewise-linear model of the objective function and on 2) projecting onto the intersection of the...
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