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math.OC2026
Mirror descent algorithms with logarithmic barriers
Alberto De Marchi, Yura Malitsky, Adrien B. Taylor
We derive convergence guarantees for mirror descent and proximal mirror descent with a logarithmic barrier as the distance-generating function. When the solution lies on the bounda…
math.OC2026
Mirror Polyak and a Primal-Dual Lifting
Frederik Kunstner, Ryan D'Orazio, Victor S. Portella +1
First-order methods typically require a specific step-size that depends on the regularity conditions of the objective function, such as the smoothness, Lipschitz continuity, or str…