Smooth minimization of nonsmooth functions

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Smooth minimization of nonsmooth functions (2005)

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by Yu. Nesterov

Venue:	Math. Programming
Citations:	520 - 1 self

BibTeX

@ARTICLE{Nesterov05smoothminimization,
    author = {Yu. Nesterov},
    title = {Smooth minimization of nonsmooth functions},
    journal = {Math. Programming},
    year = {2005},
    pages = {127--152}
}

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Abstract

In this paper we propose a new approach for constructing efficient schemes for nonsmooth convex optimization. It is based on a special smoothing technique, which can be applied to the functions with explicit max-structure. Our approach can be considered as an alternative to black-box minimization. From the viewpoint of efficiency estimates, we manage to improve the traditional bounds on the number of iterations of the gradient schemes from O unchanged. 1 ɛ 2 to O

Keyphrases

smooth minimization efficiency estimate efficient scheme convex optimization explicit max-structure new approach traditional bound gradient scheme special smoothing technique black-box minimization

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