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Optimized first-order methods for smooth convex minimization

We introduce new optimized first-order methods for smooth unconstrained convex minimization. Drori and Teboulle [5] recently described a numerical method for computing the N-iteration optimal step coefficients in a class of first-order algorithms that includes gradient methods, heavy-ball methods [1...

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Detalhes bibliográficos
Publicado no:Math Program
Main Authors: Kim, Donghwan, Fessler, Jeffrey A.
Formato: Artigo
Idioma:Inglês
Publicado em: 2015
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5067109/
https://ncbi.nlm.nih.gov/pubmed/27765996
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10107-015-0949-3
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