A Level-set Method for Convex Optimization with a 1 Feasible Solution Path

@inproceedings{Nadarajah2017ALM,
  title={A Level-set Method for Convex Optimization with a 1 Feasible Solution Path},
  author={Selvaprabu Nadarajah and Negar Soheili},
  year={2017}
}
Large-scale constrained convex optimization problems arise in several application 4 domains. First-order methods are good candidates to tackle such problems due to their low iteration 5 complexity and memory requirement. The level-set framework extends the applicability of first-order 6 methods to tackle problems with complicated convex objectives and constraint sets. Current methods 7 based on this framework either rely on the solution of challenging subproblems or do not guarantee a 8… CONTINUE READING