Radial Duality Part II: Applications and Algorithms

Benjamin Grimmer

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arXiv · 2104.11185

Radial Duality Part II: Applications and Algorithms

Benjamin Grimmer

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Abstract

The first part of this work established the foundations of a radial duality between nonnegative optimization problems, inspired by the work of (Renegar, 2016). Here we utilize our radial duality theory to design and analyze projection-free optimization algorithms that operate by solving a radially dual problem. In particular, we consider radial subgradient, smoothing, and accelerated methods that are capable of solving a range of constrained convex and nonconvex optimization problems and that can scale-up more efficiently than their classic counterparts. These algorithms enjoy the same benefits as their predecessors, avoiding Lipschitz continuity assumptions and costly orthogonal projections, in our newfound, broader context. Our radial duality further allows us to understand the effects and benefits of smoothness and growth conditions on the radial dual and consequently on our radial algorithms.

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Benjamin Grimmer. 2021-04-22. Radial Duality Part II: Applications and Algorithms. https://arxiv.org/abs/2104.11185

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