Approximate Level Method for Nonsmooth Convex Minimization
Journal of Optimization Theory and Applications(2011)
摘要
In this paper, we propose and analyse an approximate variant of the level method of Lemaréchal, Nemirovskii and Nesterov for minimizing nonsmooth convex functions. The main per-iteration work of the level method is spent on (i) minimizing a piecewise-linear model of the objective function and (ii) projecting onto the intersection of the feasible region and a level set of the model function. We show that, by replacing exact computations in both cases by approximate computations , in relative scale , the theoretical iteration complexity increases only by a small factor which depends on the approximation level and reduces to one in the exact case.
更多查看译文
关键词
Level method,Approximate projections in relative scale,Nonsmooth convex minimization,Sensitivity analysis,Large-scale optimization
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要