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The paper is devoted to a special Mirror Descent algorithm for problems of convex minimization with functional constraints.
Polyak, B.: A general method of solving extremum problems. Soviet Mathematics Doklady. 8(3), 593–597 (1967), (in Russian)
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Shor, N. Z.: Generalized gradient descent with application to block programming. Kibernetika. 3(3), 53–55 (1967), (in Russian)
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Nemirovskii, A.: Efficient methods for large-scale convex optimization problems. Ekonomika i Matematicheskie Metody (1979), (in Russian)
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Nemirovsky, A., Yudin, D.: Problem Complexity and Method Efficiency in Optimization. J. Wiley & Sons, New York (1983)
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Nesterov, Y.: A method of solving a convex programming problem with convergence rate O ( 1 / k 2 ) O(1/k^{2}) . Soviet Mathematics Doklady. 27(2), 372–376 (1983)
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Nemirovskii, A., Nesterov, Y.: Optimal methods of smooth convex minimization. USSR Computational Mathematics and Mathematical Physics. 25(2), 21–30, (1985), (in Russian)
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Ben-Tal, A., Nemirovski, A.: Robust Truss Topology Design via semidefinite programming. SIAM Journal on Optimization. 7(4), 991–1016 (1997)
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Ben-Tal, A., Nemirovski, A.: Lectures on Modern Convex Optimization. Society for Industrial and Applied Mathematics, Philadelphia (2001)
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Cited alongside, same era.
Vasilyev, F.: Optimization Methods. Fizmatlit, Moscow (2002), (in Russian)
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Beck, A., Teboulle, M.: Mirror descent and nonlinear projected subgradient methods for convex optimization. Oper. Res. Lett. 31(3), 167–175 (2003)
2003
Cited alongside, same era.
Boyd, S., Vandenberghe, L.: Convex Optimization. New York: Cambridge University Press (2004)
2004
Cited alongside, same era.
Nesterov, Y.: Introductory Lectures on Convex Optimization: a basic course. Kluwer Academic Publishers, Massachusetts (2004)
2004
Cited alongside, same era.
Juditsky, A., Nemirovski, A.: First order methods for non-smooth convex large-scale optimization. I: general purpose methods. Optimization for Machine Learning, S. Sra et al, Eds. Cambridge, MA: MIT Press, 121–184 (2012)
2012
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Juditsky, A., Nesterov, Y.: Deterministic and stochastic primal-gual subgradient algorithms for uniformly convex minimization. Stochastic Systems. 4(1), 44–80 (2014)
2014
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Shpirko, S., Nesterov Y.: Primal-dual subgradient methods for huge-scale linear conic problem. SIAM Journal on Optimization. 24 (3), 1444 – 1457 (2014)
2014
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2017
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Beck, A., Ben-Tal, A., Guttmann-Beck, N., Tetruashvili, L.: The comirror algorithm for solving nonsmooth constrained convex problems. Operations Research Letters. 38(6), 493–498 (2010)
2010
Cited alongside, same era.
2018
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Nesterov, Y.: Subgradient methods for convex functions with nonstandard growth properties: https://www.mathnet.ru:8080/PresentFiles/16179/growthbm_nesterov.pdf
2018
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