ONE TO BEAT THEM ALL: "RYU" - A UNIFYING FRAMEWORK FOR THE CONSTRUCTION OF SAFE BALLS - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2023

ONE TO BEAT THEM ALL: "RYU" - A UNIFYING FRAMEWORK FOR THE CONSTRUCTION OF SAFE BALLS

Abstract

In this paper, we put forth a novel framework (named "RYU") for the construction of "safe" balls, i.e., regions that provably contain the dual solution of a target optimization problem. We concentrate on the standard setup where the cost function is the sum of two terms: a closed, proper, convex Lipschitz-smooth function and a closed, proper, convex function. The RYU framework is shown to generalize or improve upon all the results proposed in the last decade for the considered family of optimization problems.
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Dates and versions

hal-04318380 , version 1 (01-12-2023)
hal-04318380 , version 2 (05-12-2023)

Identifiers

  • HAL Id : hal-04318380 , version 2

Cite

Thu-Le Tran, Clément Elvira, Hong-Phuong Dang, Cédric Herzet. ONE TO BEAT THEM ALL: "RYU" - A UNIFYING FRAMEWORK FOR THE CONSTRUCTION OF SAFE BALLS. 2023. ⟨hal-04318380v2⟩
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