Homotopy Smoothing for Non-Smooth Problems with Lower Complexity than $O(1/\epsilon )$

Yi Xu, Yan Yan, Qihang Lin +1

In this paper, we develop a novel {\bf ho}moto{\bf p}y {\bf s}moothing (HOPS) algorithm for solving a family of non-smooth problems that is composed of a non-smooth term with an ex…