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