2 papers
math.OC2014
An optimal variant of Kelley's cutting-plane method
Yoel Drori, Marc Teboulle
We propose a new variant of Kelley's cutting-plane method for minimizing a nonsmooth convex Lipschitz-continuous function over the Euclidean space. We derive the method through a c…
math.OC2012
Performance of first-order methods for smooth convex minimization: a novel approach
Yoel Drori, Marc Teboulle
We introduce a novel approach for analyzing the performance of first-order black-box optimization methods. We focus on smooth unconstrained convex minimization over the Euclidean s…