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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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Detalhes bibliográficos
Publicado no:J Optim Theory Appl
Main Authors: Kim, Donghwan, Fessler, Jeffrey A.
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha: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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