Nonsmooth Convex Optimization
Overview
It seeks reliable minimizers when losses have kinks or constraints, as in robust, composite, and distributed learning, where ordinary gradient methods may not apply. Core tools include subgradient and proximal-point methods, bundle methods, three-operator splitting, primal-dual and gossip schemes, and stochastic variants using clipping or variance control. Theory studies convergence and oracle complexity on composite problems, networked objectives, and noisy or information-limited oracles, with stronger rates under conditions such as quadratic growth, sharpness, or strong convexity. A central tension is that guarantees depend strongly on geometry and noise assumptions, while cheaper, communication-limited, or privacy-preserving updates can require more iterations or weaker rates.
Latest papers
22 papers1 paper in the last four weeks, down 75% on the four weeks before. 0.0% of all new papers.