First-Order Methods for Convex Optimization
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Abstract (arXiv)
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories reported in various applications, including most importantly machine learning, signal processing, imaging and control theory. First-order methods have the potential to provide low accuracy solutions at low computational complexity which makes them an attractive set of tools in large-scale optimization problems. In this survey we cover a number of key developments in gradient-based optimization methods. This includes non-Euclidean extensions of the classical proximal gradient method, and its accelerated versions. Additionally we survey recent developments within the class of projection-free methods, and proximal versions of primal-dual schemes. We give complete proofs for various key results, and highlight the unifying aspects of several optimization algorithms.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 89 of its 240 references that are in the map. First posted on arXiv 4 Jan 2021.
Builds on
89 of 240 references.
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38 more
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50 most cited of 89 All 89 (JSON)
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Citing papers per year: 2022: 1; 2023: 0; 2024: 1; 2025: 1; 2026: 1.
4 papers.
- 2025Analysis of Schedule-Free Nonconvex Optimizationcited by 1
- 2026Stochastic variance reduced extragradient methods for solving hierarchical variational inequalitiescited by 1
- 2022A conditional gradient homotopy method with applications to Semidefinite Programmingcited by 0
- 2024Revisiting Trace Norm Minimization for Tensor Tucker Completion: A Direct Multilinear Rank Learning Approachcited by 0
- 2026Stochastic variance reduced extragradient methods for solving hierarchical variational inequalities13 Feb 2026
- 2025Analysis of Schedule-Free Nonconvex Optimization8 Aug 2025
- 2024Revisiting Trace Norm Minimization for Tensor Tucker Completion: A Direct Multilinear Rank Learning Approach8 Sep 2024
- 2022A conditional gradient homotopy method with applications to Semidefinite Programming7 Jul 2022