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Generalized nesterov’s algorithm for constrained minimization problems on closed convex sets

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In this paper, we propose a generalized Nesterov algorithm for the constrained optimization problems on a closed convex set. We prove the convergence as well as the convergence rate of the proposed algorithm. First, we present a new algorithm based on the generalization of Nesterov’s algorithm.

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Nội dung Text: Generalized nesterov’s algorithm for constrained minimization problems on closed convex sets

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