Smooth minimization of non-smooth functions
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Summary
A new approach for constructing efficient schemes for non-smooth convex optimization is proposed, based on a special smoothing technique, which can be applied to functions with explicit max-structure, and can be considered as an alternative to black-box minimization.
- Type
- article
- Published
- 2005-05-01
- Cited by
- 2,977
- References
- 15
- OpenAlex
- https://openalex.org/W2167732364
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:2391217
Keywords
Smoothing, Mathematics, Minification, Mathematical optimization, Regular polygon
References
- Lectures on modern convex optimization - analysis, algorithms, and engineering applications
- Convex analysis and minimization algorithms
- Introduction to optimization
- Constrained Optimization and Lagrange Multiplier Methods
- On convergence rates of subgradient optimization methods
- Introductory Lectures on Convex Optimization - A Basic Course
- Nonlinear rescaling vs. smoothing technique in convex optimization
- A method for unconstrained convex minimization problem with the rate of convergence o(1/k^2)
- Introductory Lectures on Convex Optimization: A Basic Course
- The Author Would like to Thank
- On the Bertsekas' method for minimization of composite functions
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- PIVOTAL ESTIMATION OF NONPARAMETRIC FUNCTIONS VIA SQUARE-ROOT LASSO
- Accelerated Stochastic Gradient Method for Composite Regularization
- SMOOTH CONVEX APPROXIMATION AND ITS APPLICATIONS
- Smoothing techniques for convex problems. Applications in image processing.
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- Matrix Analysis and Applications
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