The Mirror Descent Algorithm

Alexander Zaslavski
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Alexander Zaslavski: Israel Institute of Technology

Chapter Chapter 3 in Convex Optimization with Computational Errors, 2020, pp 83-125 from Springer

Abstract: Abstract In this chapter we analyze the mirror descent algorithm for minimization of convex and nonsmooth functions and for computing the saddle points of convex–concave functions, under the presence of computational errors. The problem is described by an objective function and a set of feasible points.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-37822-6_3

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DOI: 10.1007/978-3-030-37822-6_3

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