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

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.

arXiv commentarXiv admin note: text overlap with arXiv:2401.04754