论文标题
相对lipschitz连续凸编程问题的转换亚级别方案的类似物
Analogues of Switching Subgradient Schemes for Relatively Lipschitz-Continuous Convex Programming Problems
论文作者
论文摘要
最近，Yu。〜nesterov和H.我们考虑具有相似平滑度条件的凸编程问题，以实现目标函数和功能约束。我们介绍了一个不精确模型的新概念，并提出了一些类似的类似物，以解决相对lipschitz-chitz-conthitz的目标函数和功能约束的凸编程问题。考虑了一些类别的在线凸优化问题。所提出的方法在相对lipschitz-conchitz的目标和功能约束的一系列优化问题中是最佳的。
Recently some specific classes of non-smooth and non-Lipschitz convex optimization problems were selected by Yu.~Nesterov along with H.~Lu. We consider convex programming problems with similar smoothness conditions for the objective function and functional constraints. We introduce a new concept of an inexact model and propose some analogues of switching subgradient schemes for convex programming problems for the relatively Lipschitz-continuous objective function and functional constraints. Some class of online convex optimization problems is considered. The proposed methods are optimal in the class of optimization problems with relatively Lipschitz-continuous objective and functional constraints.
