Hongyi Jiang

A Universal Transfer Theorem for Convex Optimization Algorithms Using Inexact First-order Oracles

Given *any* algorithm for convex optimization that uses exact first-order information (i.e., function values and subgradients), we show how to use such an algorithm to solve the problem with access to *inexact* first-order information. This is done in a ``black-box'' manner without knowledge of the…