Scholarlink

<p>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.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Lipschitz-Free Projected Subgradient Method with Time-Varying Step-Size

  • 期刊论文

  • 发表日期：

    2025年9月13日

查看全文
  • Yong Xia,
  • Yan-Hao Zhang,
  • Zhi-Han Zhu

摘要

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.