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1 paper

math.OC2026

Sampled-Max Subgradient Method for Convex Finite-Max Optimization

Egor Gladin, Anna Popova, Georgii Babinskii

We study the Sampled-Max Subgradient Method (SMax-SGM) for large convex finite-max problems. Each iteration maximizes over a fresh random subset of the components and takes one…