Tight analyses for subgradient descent I: Lower bounds
Consider the problem of minimizing functions that are Lipschitz and convex, but not necessarily differentiable. We construct a function from this class for which the $Tþ$ iterate of subgradient descent has error $\Omega (\log (T)/\sqrt{T})$. This matches a known upper bound of $O(\log (T)/\sqrt{T})$...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2024-07-01
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| Series: | Open Journal of Mathematical Optimization |
| Subjects: | |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.31/ |
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