Lipschitz-free Projected Subgradient Method with Time-varying Step-size https://arxiv.org/abs/2410.22336 #mathOC
We introduce a novel time-varying step-size for the classical projected subgradient method, offering optimal ergodic convergence. Importantly, this approach does not depend on the Lipschitz assumption of the objective function, thereby broadening the convergence result of projected subgradient method to non-Lipschitz case.
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