Primal-dual subgradient methods for convex problems
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References listed on IDEAS
- NESTEROV, Yu & VIAL, Jean-Philippe, 2000. "Confidence level solutions for stochastic programming," CORE Discussion Papers 2000013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nesterov, Y. & Vial, J.-P., 2000. "Confidence Level Solutions for Stochastic Programming," Papers 2000.05, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- NESTEROV, Yu, 2003. "Dual extrapolation and its applications for solving variational inequalities and related problems," CORE Discussion Papers 2003068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- NESTEROV, Yu., 2005. "Minimizing functions with bounded variation of subgradients," CORE Discussion Papers 2005079, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Keywordsconvex optimization; subgradient methods; non-smooth optimization; minimax problems; saddle points; variational inequalities; stochastic optimization; black-box methods; lower complexity bounds;
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