Dual approaches to the strongly convex simple function minimization problem under affine restrictions

Anton Anikin; Alexander Gasnikov; Pavel Dvurechensky; Alexander Turin; Alexey Chernov

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arXiv · 1602.01686

Dual approaches to the strongly convex simple function minimization problem under affine restrictions

Anton Anikin·Alexander Gasnikov·Pavel Dvurechensky·Alexander Turin·Alexey Chernov

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Abstract

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal problem. The paper contain a lot of different tricks that allows to generalize mentioned above results for almost all methods we would like to choose to solve the dual problem.

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Anton Anikin, Alexander Gasnikov, Pavel Dvurechensky, Alexander Turin, Alexey Chernov. 2016-02-04. Dual approaches to the strongly convex simple function minimization problem under affine restrictions. https://arxiv.org/abs/1602.01686

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