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Regular version of the site

Book chapter

Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems

P. 133-149.
Titov A., Stonyakin F. S., Alkousa M., Ablaev S. A., Gasnikov A.

Recently some specific classes of non-smooth and non-Lipsch-itz convex optimization problems were considered by Yu. Nesterov and H. Lu. We consider convex programming problems with similar smoothness conditions for the objective function and functional constraints. We introduce a new concept of an inexact model and propose some analogues of switching subgradient schemes for convex programming problems for the relatively Lipschitz-continuous objective function and functional constraints. Some class of online convex optimization problems is considered. The proposed methods are optimal in the class of optimization problems with relatively Lipschitz-continuous objective and functional constraints.

In book

Edited by: Y. Kochetov, I. Bykadorov, T. Gruzdeva. Vol. 1275: Communications in Computer and Information Science . Springer, 2020.