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Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

2 votes
1 answer
536 views

Rate of convergence for cyclic gradient descent

I'm trying to solve the optimization problem $\min_x \frac{1}{n} \sum_{i=1}^n f_i(x)$ where $f_i$ are (strongly) convex, smooth, lower semi-continuous, etc. However, I am not able to do conventional …
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