An Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization

7 Nov 2013Quoc Tran DinhAnastasios KyrillidisVolkan Cevher

Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with a tractable proximity operator and that the convex constraint set affords a self-concordant barrier... (read more)

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