Lipschitz-free Projected Subgradient Method with Time-varying Step-size
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866916949373485056 |
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| author | Xia, Yong Zhang, Yanhao Zhu, Zhihan |
| author_facet | Xia, Yong Zhang, Yanhao Zhu, Zhihan |
| contents | We introduce a novel family of time-varying step-sizes for the classical projected subgradient method, offering optimal ergodic convergence. Importantly, this approach does not depend on the Lipschitz assumption of the objective function, thereby broadening the convergence result of projected subgradient method to non-Lipschitz case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_22336 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Lipschitz-free Projected Subgradient Method with Time-varying Step-size Xia, Yong Zhang, Yanhao Zhu, Zhihan Optimization and Control 90C25, 90C30 We introduce a novel family of time-varying step-sizes for the classical projected subgradient method, offering optimal ergodic convergence. Importantly, this approach does not depend on the Lipschitz assumption of the objective function, thereby broadening the convergence result of projected subgradient method to non-Lipschitz case. |
| title | Lipschitz-free Projected Subgradient Method with Time-varying Step-size |
| topic | Optimization and Control 90C25, 90C30 |
| url | https://arxiv.org/abs/2410.22336 |