@article{JMLR:v19:17-016,
  author  = {Tianbao Yang and Qihang Lin},
  title   = {RSG: Beating Subgradient Method without Smoothness and Strong Convexity},
  journal = {Journal of Machine Learning Research},
  year    = {2018},
  volume  = {19},
  number  = {6},
  pages   = {1--33},
  url     = {http://jmlr.org/papers/v19/17-016.html}
}