A Derivative-Free CoMirror Algorithm

Heinz H. Bauschke, Warren L. Hare, Walaa M. Moursi

We consider $\min \{f(x):g(x)\le 0,x\in X\},$ where $X$ is a compact convex subset of $\RR^m$, and $f$ and $g$ are continuous convex functions defined on an open neighbourhood of…