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math.OC2024
Lipschitz-free Projected Subgradient Method with Time-varying Step-size
Yong Xia, Yanhao Zhang, Zhihan Zhu
We introduce a novel family of time-varying step-sizes for the classical projected subgradient method, offering optimal ergodic convergence. Importantly, this approach does not dep…
math.OC2024★ 3 cited
Convergence Rate of Projected Subgradient Method with Time-varying Step-sizes
Zhihan Zhu, Yanhao Zhang, Yong Xia
We establish the optimal ergodic convergence rate for the classical projected subgradient method with a time-varying step-size. This convergence rate remains the same even if we sl…