Lipschitz-free Projected Subgradient Method with Time-varying Step-size
Optimization and Control
2025-09-16 v3
Abstract
We introduce a novel family of time-varying step-sizes 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.
Cite
@article{arxiv.2410.22336,
title = {Lipschitz-free Projected Subgradient Method with Time-varying Step-size},
author = {Yong Xia and Yanhao Zhang and Zhihan Zhu},
journal= {arXiv preprint arXiv:2410.22336},
year = {2025}
}
Comments
Journal of the Operations Research Society of China, 2025