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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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| Udgivet i: | J Optim Theory Appl |
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| Main Authors: | , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2016
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| Fag: | |
| Online adgang: | 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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