Abstract:The problem of finding the minimizer of a sum of convex functions is central to the field of optimization. Thus, it is of interest to understand how that minimizer is related to the properties of the individual functions in the sum. In this paper, we consider the scenario where one of the individual functions in the sum is not known completely. Instead, only a region containing the minimizer of the unknown function is known, along with some general characteristics (such as strong convexity parameters). Given t… Show more
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