Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization
نویسندگان
چکیده
منابع مشابه
Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization
We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected, proximal, conditional and inexact (sub)gradient steps. We simultaneously obtain tight worst-case convergence guarantees and explicit problems on which the algorithm...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2017
ISSN: 1052-6234,1095-7189
DOI: 10.1137/16m108104x