A corrected, Lipschitz-free mirror descent method with weak ergodic convergence is proved for non-smooth convex and composite problems.
SIAM Journal on Optimization, 12(1), pp
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Lipschitz-Free Mirror Descent Methods for Non-Smooth Optimization Problems
A corrected, Lipschitz-free mirror descent method with weak ergodic convergence is proved for non-smooth convex and composite problems.