Radial Duality: turning constrained optimization into unconstrained Lipschitz problems

prof_grimmer · x · 2026-09-21

Alex Shtf recommends Benjamin Grimmer's paper 'Radial Duality Part I: Foundations' (arXiv:2104.11179). It generalizes Renegar's 2016 idea with radial transformations that convert arbitrary constrained/conic problems into equivalent unconstrained, uniformly Lipschitz minimization — no convex cones needed, enabling projection-free first-order methods even for nonconvex objectives. The transform is self-inverse for all concave objectives, yielding a new 'radial duality' plus a full calculus.

Related event: Radial Duality Paper Transforms Constrained Optimization into Unconstrained Problems(2 posts)→

Original post →

More from Research

Research channel →