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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2017, Volume 57, Number 8, Pages 1270–1284
DOI: https://doi.org/10.7868/S004446691708004X
(Mi zvmmf10598)
 

This article is cited in 31 scientific papers (total in 31 papers)

Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints

A. S. Anikina, A. V. Gasnikovbc, P. E. Dvurechenskydc, A. I. Tyurine, A. V. Chernovb

a Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, Irkutsk, Russia
b Moscow Institute of Physics and Technology, Dolgoprudnyi, Moscow oblast, Russia
c Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
d Weierstrass Institute of Applied Analysis and Stochastics, Berlin, Germany
e National Research University Higher School of Economics, Moscow, Russia
References:
Abstract: A strongly convex function of simple structure (for example, separable) is minimized under affine constraints. A dual problem is constructed and solved by applying a fast gradient method. The necessary properties of this method are established relying on which, under rather general conditions, the solution of the primal problem can be recovered with the same accuracy as the dual solution from the sequence generated by this method in the dual space of the problem. Although this approach seems natural, some previously unpublished rather subtle results necessary for its rigorous and complete theoretical substantiation in the required generality are presented.
Key words: minimization of strongly convex functionals, primal-dual methods, fast gradient method, dual problem, regularization of dual problems, restart technique, strong convexity, PageRank problem.
Funding agency Grant number
Russian Science Foundation 14-50-00150
Russian Foundation for Basic Research 15-31-70001_мол_а_мос
Ministry of Education and Science of the Russian Federation МК-1806.2017.9
Received: 03.02.2016
Revised: 12.05.2016
English version:
Computational Mathematics and Mathematical Physics, 2017, Volume 57, Issue 8, Pages 1262–1276
DOI: https://doi.org/10.1134/S0965542517080048
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. S. Anikin, A. V. Gasnikov, P. E. Dvurechensky, A. I. Tyurin, A. V. Chernov, “Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints”, Zh. Vychisl. Mat. Mat. Fiz., 57:8 (2017), 1270–1284; Comput. Math. Math. Phys., 57:8 (2017), 1262–1276
Citation in format AMSBIB
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\paper Dual approaches to the minimization of strongly convex functionals with a simple structure under affine constraints
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\yr 2017
\vol 57
\issue 8
\pages 1270--1284
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  • This publication is cited in the following 31 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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