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arXiv · 2506.01681

Lipschitz-Free Mirror Descent Methods for Non-Smooth Optimization Problems

Bowen Yuan·Mohammad S. Alkousa
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Abstract

The part of the analysis of the convergence rate of the mirror descent method that is connected with the adaptive time-varying step size rules due to Alkousa et al. (MOTOR 2024, pp. 3-18) is corrected. Moreover, a Lipschitz-free mirror descent method that achieves weak ergodic convergence is presented, generalizing the convergence results of the mirror descent method in the absence of the Lipschitz assumption.

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Bowen Yuan, Mohammad S. Alkousa. 2025-06-02. Lipschitz-Free Mirror Descent Methods for Non-Smooth Optimization Problems. https://arxiv.org/abs/2506.01681

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