mlsanityData to 7 Oct 2026

First-Order Methods for Convex Optimization

arXiv 2101.00935 ↗First posted 4 Jan 2021math.OC cs.LGcited by 4

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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.

References · 89

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38 more
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2022: 1; 2023: 0; 2024: 1; 2025: 1; 2026: 1.

4 papers.