Boţ, Radu; Hendrich, Christopher - In: Computational Optimization and Applications 54 (2013) 2, pp. 239-262
The aim of this paper is to develop an efficient algorithm for solving a class of unconstrained nondifferentiable convex optimization problems in finite dimensional spaces. To this end we formulate first its Fenchel dual problem and regularize it in two steps into a differentiable strongly...