TY - JOUR
T1 - The CoMirror algorithm for solving nonsmooth constrained convex problems
AU - Beck, Amir
AU - Ben-Tal, Aharon
AU - Guttmann-Beck, Nili
AU - Tetruashvili, Luba
PY - 2010/11
Y1 - 2010/11
N2 - We introduce a first-order Mirror-Descent (MD) type algorithm for solving nondifferentiable convex problems having a combination of simple constraint set X (ball, simplex, etc.) and an additional functional constraint. The method is tuned to exploit the structure of X by employing an appropriate non-Euclidean distance-like function. Convergence results and efficiency estimates are derived. The performance of the algorithm is demonstrated by solving certain image deblurring problems.
AB - We introduce a first-order Mirror-Descent (MD) type algorithm for solving nondifferentiable convex problems having a combination of simple constraint set X (ball, simplex, etc.) and an additional functional constraint. The method is tuned to exploit the structure of X by employing an appropriate non-Euclidean distance-like function. Convergence results and efficiency estimates are derived. The performance of the algorithm is demonstrated by solving certain image deblurring problems.
KW - Convex optimization
KW - Gradient-based methods
KW - Mirror Descent
KW - Non-Euclidean projection
UR - http://www.scopus.com/inward/record.url?scp=77958104027&partnerID=8YFLogxK
U2 - 10.1016/j.orl.2010.08.005
DO - 10.1016/j.orl.2010.08.005
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:77958104027
VL - 38
SP - 493
EP - 498
JO - Operations Research Letters
JF - Operations Research Letters
SN - 0167-6377
IS - 6
ER -