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On the Convergence Analysis of the Optimized Gradient Method

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed the optimized gradient method for this problem and showed that it has a worst-case convergence bound for the cost functi...

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Publicat a:J Optim Theory Appl
Autors principals: Kim, Donghwan, Fessler, Jeffrey A.
Format: Artigo
Idioma:Inglês
Publicat: 2016
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC5409132/
https://ncbi.nlm.nih.gov/pubmed/28461707
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10957-016-1018-7
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