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

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.

16 pages, in Russian

References in corpus (1)

• Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators on Domains Given by Linear Minimization Oracles

Cited by in corpus (1)

• Convex optimization in Hilbert space with applications to inverse problems